V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:0.81% (-0.05%)
Analysis last updated: Wednesday, April 16, 2025 at 07:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.80203.11
α0.17786.30
β0.817130.97
γ10.05580.53
γ2-0.0602-0.34
γ3-0.0538-0.41
γ40.19292.03
γ5-0.2700-3.78
γ60.26654.60
γ7-0.2027-5.32
Estimation Period:
Sep 30, 2003 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts