V-Lab: Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

V-Lab

Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:0.73% (-0.04%)

Analysis last updated: Friday, July 11, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2347	9.36
$α$	0.0891	159.14
$β$	0.9990	9,605.77
$ν$	2.0050	80,200.24

Estimation Period:
Sep 30, 2003 to Jul 11, 2025