V-Lab
V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 27th, 2024:0.77% (-0.01%)

Analysis last updated: Sunday, May 26, 2024 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω3.45692.63
α0.13677.41
β0.862146.90
γ1-0.4252-0.91
γ20.86331.33
γ3-1.3226-3.36
γ41.98135.69
γ5-1.6646-6.05
γ60.81733.04
γ7-0.3720-1.57
γ8-0.0197-0.11
γ90.45143.29
γ10-0.4936-4.68
Estimation Period:
Sep 30, 2003 to May 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts