V-Lab: Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:0.35% (0.00%)

Analysis last updated: Sunday, July 13, 2025 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.8110	2.90
$α$	0.2038	6.59
$β$	0.7907	28.78
$γ_{1}$	0.0589	0.18
$γ_{2}$	-0.0647	-0.14
$γ_{3}$	0.0623	0.24
$γ_{4}$	-0.2322	-0.92
$γ_{5}$	0.3457	1.69
$γ_{6}$	-0.1023	-0.51
$γ_{7}$	-0.3404	-1.48
$γ_{8}$	0.5890	2.75
$γ_{9}$	-0.4593	-2.76
$γ_{10}$	0.1369	1.48

Estimation Period:
Sep 30, 2003 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts