Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:6.94% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2590 | 9.30 | |
| 0.0912 | 159.94 | |
| 0.9990 | 9,514.29 | |
| 2.0052 | 74,267.85 |
Estimation Period:
Sep 30, 2003 to Nov 21, 2025
Sep 30, 2003 to Nov 21, 2025
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