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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:0.76% (+0.09%)
Analysis last updated: Tuesday, January 13, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.56672.70
α0.20426.44
β0.789228.36
γ10.08380.27
γ2-0.1024-0.23
γ30.07780.33
γ4-0.2418-1.10
γ50.38982.30
γ6-0.1992-1.35
γ7-0.2366-1.31
γ80.53922.87
γ9-0.4627-2.72
γ100.14691.21
Estimation Period:
Sep 30, 2003 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts