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 Monday, December 30th, 2024:5.60% (-0.73%)

Analysis last updated: Sunday, December 29, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1920	9.44
$α$	0.0871	154.72
$β$	0.9990	9699.03
$ν$	2	64711.39

Estimation Period:
Sep 30, 2003 to Dec 27, 2024