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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, May 4th, 2026

1 Day

0.61%

increased by 0.01%

1 Week

0.67%

increased by 0.07%

1 Month

0.83%

increased by 0.23%

Analysis last updated: Friday, May 1, 2026 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω4.42072.66
α0.19976.37
β0.793228.80
γ10.09180.31
γ2-0.1141-0.27
γ30.07770.35
γ4-0.2325-1.13
γ50.39572.54
γ6-0.2402-2.00
γ7-0.1770-1.19
γ80.49792.97
γ9-0.4620-2.82
γ100.16661.37
Estimation Period:
Sep 30, 2003 to May 1, 2026