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, June 16th, 2025:3.10% (-0.39%)

Analysis last updated: Sunday, June 15, 2025 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2429	9.45
$α$	0.0868	156.93
$β$	0.9990	9,699.03
$ν$	2.0046	87,157.17

Estimation Period:
Sep 30, 2003 to Jun 13, 2025