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, June 2nd, 2025:8.11% (+0.38%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2483	9.47
$α$	0.0864	156.50
$β$	0.9990	9,699.03
$ν$	2.0046	87,154.70

Estimation Period:
Sep 30, 2003 to May 30, 2025