Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.15% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2800 | 9.31 | |
| 0.0906 | 161.28 | |
| 0.9990 | 9,514.29 | |
| 2.0045 | 87,153.48 |
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Sep 30, 2003 to Feb 6, 2026
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