V-Lab: Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:0.72% (+0.19%)

Analysis last updated: Monday, October 13, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6146	2.73
$α$	0.2059	6.47
$β$	0.7878	28.18
$γ_{1}$	0.0743	0.23
$γ_{2}$	-0.0876	-0.19
$γ_{3}$	0.0721	0.29
$γ_{4}$	-0.2405	-1.03
$γ_{5}$	0.3739	2.02
$γ_{6}$	-0.1577	-0.91
$γ_{7}$	-0.2814	-1.36
$γ_{8}$	0.5505	2.71
$γ_{9}$	-0.4273	-2.42
$γ_{10}$	0.1015	0.82

Estimation Period:
Sep 30, 2003 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts