Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 4th, 2025:5.72% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2439 | 9.29 | |
| 0.0914 | 160.03 | |
| 0.9990 | 9,514.29 | |
| 2.0054 | 71,622.79 |
Estimation Period:
Sep 30, 2003 to Oct 31, 2025
Sep 30, 2003 to Oct 31, 2025
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