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

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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:0.58% (-0.03%)

Analysis last updated: Friday, November 14, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5894	2.70
$α$	0.2053	6.45
$β$	0.7883	28.24
$γ_{1}$	0.0791	0.25
$γ_{2}$	-0.0954	-0.22
$γ_{3}$	0.0763	0.32
$γ_{4}$	-0.2431	-1.07
$γ_{5}$	0.3829	2.16
$γ_{6}$	-0.1773	-1.10
$γ_{7}$	-0.2623	-1.35
$γ_{8}$	0.5495	2.80
$γ_{9}$	-0.4498	-2.60
$γ_{10}$	0.1275	1.04

Estimation Period:
Sep 30, 2003 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts