Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:7.41% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2053 | 9.29 | |
| 0.0911 | 160.42 | |
| 0.9990 | 9,514.29 | |
| 2.0064 | 60,800.82 |
Estimation Period:
Sep 30, 2003 to Nov 28, 2025
Sep 30, 2003 to Nov 28, 2025
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