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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3828	2.69***
α ARCH Response to squared shocks	0.1956	6.33***
β GARCH Volatility persistence	0.7973	29.16***

γ₁	0.0943	0.33
γ₂	-0.1188	-0.29
γ₃	0.0770	0.36
γ₄	-0.2234	-1.14
γ₅	0.3937	2.63***
γ₆	-0.2627	-2.48**
γ₇	-0.1389	-1.09
γ₈	0.4738	3.13***
γ₉	-0.4790	-3.06***
γ₁₀	0.2042	1.68*

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Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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