Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:0.52% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5714 | 2.69 | |
| 0.2051 | 6.44 | |
| 0.7884 | 28.24 | |
| 0.0827 | 0.27 | |
| -0.1007 | -0.23 | |
| 0.0776 | 0.33 | |
| -0.2425 | -1.09 | |
| 0.3874 | 2.25 | |
| -0.1908 | -1.25 | |
| -0.2469 | -1.33 | |
| 0.5438 | 2.84 | |
| -0.4583 | -2.68 | |
| 0.1398 | 1.15 |
Estimation Period:
Sep 30, 2003 to Dec 19, 2025
Sep 30, 2003 to Dec 19, 2025
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