V-Lab: Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:0.62% (-0.02%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6038	2.71
$α$	0.2055	6.47
$β$	0.7881	28.23
$γ_{1}$	0.0777	0.25
$γ_{2}$	-0.0933	-0.21
$γ_{3}$	0.0753	0.31
$γ_{4}$	-0.2426	-1.06
$γ_{5}$	0.3807	2.12
$γ_{6}$	-0.1723	-1.05
$γ_{7}$	-0.2675	-1.35
$γ_{8}$	0.5507	2.78
$γ_{9}$	-0.4455	-2.56
$γ_{10}$	0.1221	1.00

Estimation Period:
Sep 30, 2003 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts