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V-Lab
V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:0.61% (-0.05%)
Analysis last updated: Friday, October 24, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar GARCH
paramt-stat
ω0.000010.00
α0.179119.23
β0.8209107.34
Estimation Period:
Sep 30, 2003 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts