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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3654	2.34**
αARCH	0.0895	40.55***
βGARCH	0.9990	2,401.44***
νDF	2.0010

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3654	2.34**
α ARCH Response to squared shocks	0.0895	40.55***
β GARCH Volatility persistence	0.9990	2,401.44***
ν DF Student-t tail thickness	2.0010

V-Lab

Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hong Kong Dollar Analyses