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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:0.74% (+0.11%)
Analysis last updated: Tuesday, February 3, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.52752.66
α0.20386.40
β0.789428.31
γ10.08690.29
γ2-0.1072-0.25
γ30.08000.34
γ4-0.2424-1.12
γ50.39302.37
γ6-0.2083-1.47
γ7-0.2256-1.29
γ80.53432.90
γ9-0.4684-2.77
γ100.15631.29
Estimation Period:
Sep 30, 2003 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts