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 Tuesday, November 25th, 2025:-0.00% (-0.34%)

Analysis last updated: Monday, November 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.6595	6,594,900.00
$β$	0.0905	905,100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0544	544,110.00
$λ_{2}$	0.6708	6,708,370.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts