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	param	t-stat
$ω$	4.3807	2.61
$α$	0.1997	6.32
$β$	0.7932	28.77
$γ_{1}$	0.0883	0.29
$γ_{2}$	-0.1101	-0.26
$γ_{3}$	0.0803	0.35
$γ_{4}$	-0.2392	-1.13
$γ_{5}$	0.3947	2.43
$γ_{6}$	-0.2227	-1.69
$γ_{7}$	-0.2036	-1.25
$γ_{8}$	0.5164	2.92
$γ_{9}$	-0.4606	-2.76
$γ_{10}$	0.1548	1.28

V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:1.06% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hong Kong Dollar Analyses