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	param	t-stat
$ω$	4.4049	2.64
$α$	0.1990	6.33
$β$	0.7940	28.89
$γ_{1}$	0.0883	0.29
$γ_{2}$	-0.1094	-0.26
$γ_{3}$	0.0788	0.34
$γ_{4}$	-0.2379	-1.13
$γ_{5}$	0.3955	2.45
$γ_{6}$	-0.2264	-1.75
$γ_{7}$	-0.1980	-1.24
$γ_{8}$	0.5118	2.92
$γ_{9}$	-0.4602	-2.77
$γ_{10}$	0.1570	1.30

V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:0.94% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hong Kong Dollar Analyses