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, May 12th, 2025:4.55% (+0.65%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2436	9.47
$α$	0.0866	156.08
$β$	0.9990	9,699.03
$ν$	2.0048	83,531.83

Estimation Period:
Sep 30, 2003 to May 9, 2025