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, September 1st, 2025:4.58% (-0.21%)

Analysis last updated: Friday, August 29, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2290	9.30
$α$	0.0906	158.89
$β$	0.9990	9,514.29
$ν$	2.0053	74,271.63

Estimation Period:
Sep 30, 2003 to Aug 29, 2025