Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:8.18% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3066 | 9.34 | |
| 0.0902 | 160.75 | |
| 0.9990 | 9,605.77 | |
| 2.0043 | 91,102.86 |
Estimation Period:
Sep 30, 2003 to Mar 13, 2026
Sep 30, 2003 to Mar 13, 2026
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