V-Lab: Hong Kong Dollar MF2-GARCH Volatility Analysis

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V-Lab

Hong Kong Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:0.58% (-0.07%)

Analysis last updated: Sunday, December 14, 2025 at 02:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.2228	25.55
$β$	0.7801	102.50
$γ$	-0.0066	-0.43
$λ_{1}$	0.0255	0.66
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8097	2.54

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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