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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5312	9.37***
α ARCH Response to squared shocks	0.0897	161.85***
β GARCH Volatility persistence	0.9990	9,605.77***
ν DF Student-t tail thickness	2.0008

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Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Hong Kong Dollar Analyses