V-Lab
V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:1.17% (-0.11%)
Analysis last updated: Sunday, May 11, 2025 at 01:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar GARCH
paramt-stat
ω0.000011.00
α0.155519.30
β0.8445133.63
Estimation Period:
Sep 30, 2003 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts