Skip to main content
V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:0.81% (-0.01%)
Analysis last updated: Wednesday, October 22, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.59862.71
α0.20586.46
β0.787928.19
γ10.07630.24
γ2-0.0907-0.20
γ30.07360.30
γ4-0.2415-1.04
γ50.37662.06
γ6-0.1631-0.96
γ7-0.2761-1.36
γ80.54972.73
γ9-0.4317-2.46
γ100.10630.87
Estimation Period:
Sep 30, 2003 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts