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 Friday, August 1st, 2025:0.95% (-0.10%)

Analysis last updated: Thursday, July 31, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2082	9.36
$α$	0.0892	159.08
$β$	0.9990	9,605.77
$ν$	2.0057	69,163.76

Estimation Period:
Sep 30, 2003 to Jul 25, 2025