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, September 25th, 2023:11.50% (+0.99%)

Analysis last updated: Friday, September 22, 2023 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2959	9.33
$α$	0.0899	150.80
$β$	0.9990	9605.77
$ν$	2	87135.30

Estimation Period:
Sep 30, 2003 to Sep 22, 2023