Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:5.74% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2741 | 9.29 | |
| 0.0909 | 160.91 | |
| 0.9990 | 9,514.29 | |
| 2.0046 | 87,156.22 |
Estimation Period:
Sep 30, 2003 to Dec 19, 2025
Sep 30, 2003 to Dec 19, 2025
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