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V-Lab

Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:0.52% (-0.03%)
Analysis last updated: Sunday, December 21, 2025 at 01:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar S0GARCH
paramt-stat
ω4.57142.69
α0.20516.44
β0.788428.24
γ10.08270.27
γ2-0.1007-0.23
γ30.07760.33
γ4-0.2425-1.09
γ50.38742.25
γ6-0.1908-1.25
γ7-0.2469-1.33
γ80.54382.84
γ9-0.4583-2.68
γ100.13981.15
Estimation Period:
Sep 30, 2003 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts