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 Monday, April 21st, 2025:8.53% (+0.08%)

Analysis last updated: Friday, April 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2563	9.47
$α$	0.0867	155.90
$β$	0.9990	9,699.03
$ν$	2.0045	87,152.35

Estimation Period:
Sep 30, 2003 to Apr 18, 2025