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, January 30th, 2023:9.62% (-1.16%)

Analysis last updated: Sunday, January 29, 2023, 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2609	9.45
$α$	0.0866	146.45
$β$	0.9990	9699.03
$ν$	2	91093.45

Estimation Period:
Sep 30, 2003 to Jan 28, 2023