Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:5.57% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1738 | 9.30 | |
| 0.0908 | 160.68 | |
| 0.9990 | 9,514.29 | |
| 2.0075 | 52,829.34 |
Estimation Period:
Sep 30, 2003 to Jan 9, 2026
Sep 30, 2003 to Jan 9, 2026
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