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

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V-Lab

Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:5.07% (-0.52%)

Analysis last updated: Thursday, September 19, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2409	9.43
$α$	0.0877	153.40
$β$	0.9990	9699.03
$ν$	2	77112.46

Estimation Period:
Sep 30, 2003 to Sep 13, 2024