V-Lab
Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:0.66% (-0.03%)
Analysis last updated: Tuesday, October 3, 2023 at 07:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1529 | 18.62 | |
| 0.8471 | 133.57 |
Estimation Period:
Sep 30, 2003 to Sep 29, 2023
Sep 30, 2003 to Sep 29, 2023
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