V-Lab
V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:0.99% (-0.02%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.44343.08
α0.17025.83
β0.824230.21
γ10.08830.33
γ2-0.1242-0.32
γ30.09130.46
γ4-0.2117-1.23
γ50.39302.66
γ6-0.3481-3.34
γ70.05470.61
γ80.22762.58
γ9-0.2844-4.94
Estimation Period:
Sep 30, 2003 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts