V-Lab
V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 1st, 2023:1.41% (+0.32%)

Analysis last updated: Thursday, November 30, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω3.25882.59
α0.13957.24
β0.859444.53
γ1-0.5080-1.05
γ21.00081.52
γ3-1.3634-3.91
γ41.89577.30
γ5-1.5983-7.25
γ60.86143.79
γ7-0.3846-2.16
γ8-0.1132-0.85
γ90.58333.57
γ10-0.5836-3.82
Estimation Period:
Sep 30, 2003 to Nov 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts