Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:8.32% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2727 | 9.33 | |
| 0.0903 | 160.91 | |
| 0.9990 | 9,605.77 | |
| 2.0048 | 83,532.71 |
Estimation Period:
Sep 30, 2003 to Mar 6, 2026
Sep 30, 2003 to Mar 6, 2026
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