Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:7.84% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2978 | 9.32 | |
| 0.0906 | 160.88 | |
| 0.9990 | 9,514.29 | |
| 2.0044 | 91,108.05 |
Estimation Period:
Sep 30, 2003 to Jan 30, 2026
Sep 30, 2003 to Jan 30, 2026
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