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 Tuesday, July 1st, 2025:0.87% (-0.06%)

Analysis last updated: Monday, June 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2042	9.39
$α$	0.0887	158.03
$β$	0.9990	9,605.77
$ν$	2.0059	66,863.43

Estimation Period:
Sep 30, 2003 to Jun 27, 2025