V-Lab: Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

Hong Kong Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 29th, 2024:5.57% (-0.56%)

Analysis last updated: Friday, July 26, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3016	9.42
$α$	0.0878	153.16
$β$	0.9990	9699.03
$ν$	2	100193.70

Estimation Period:
Sep 30, 2003 to Jul 26, 2024