V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 1st, 2025:2.42% (-0.29%)
Analysis last updated: Friday, August 29, 2025 at 07:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.55812.77
α0.20226.44
β0.791928.57
γ10.06350.20
γ2-0.0711-0.16
γ30.06370.25
γ4-0.2343-0.96
γ50.36061.85
γ6-0.1354-0.73
γ7-0.2954-1.36
γ80.53282.54
γ9-0.3736-2.02
γ100.04740.36
Estimation Period:
Sep 30, 2003 to Aug 29, 2025
Impact of return on volatility tomorrow
Volatility Forecasts