V-Lab
V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:0.93% (-0.06%)

Analysis last updated: Thursday, June 1, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω2.66182.54
α0.14256.87
β0.855941.45
γ1-0.5582-1.14
γ21.08311.66
γ3-1.3603-4.41
γ41.78019.25
γ5-1.5218-8.18
γ60.89054.48
γ7-0.3654-2.49
γ8-0.2178-1.52
γ90.66873.45
γ10-0.6065-3.57
Estimation Period:
Sep 30, 2003 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts