V-Lab
V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:0.87% (-0.06%)

Analysis last updated: Friday, January 27, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω2.09822.33
α0.14456.48
β0.853239.00
γ1-0.6204-1.26
γ21.17961.82
γ3-1.3839-4.87
γ41.730811.02
γ5-1.4937-8.06
γ60.91824.55
γ7-0.3620-2.24
γ8-0.2381-1.25
γ90.59442.43
γ10-0.4729-2.27
Estimation Period:
Sep 30, 2003 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts