V-Lab
V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 25th, 2023:1.13% (+0.01%)

Analysis last updated: Friday, September 22, 2023 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar SGARCH
paramt-stat
ω3.10852.58
α0.14096.96
β0.858142.16
γ1-0.5722-1.15
γ21.11031.66
γ3-1.4324-4.34
γ41.92608.53
γ5-1.6300-7.94
γ60.90974.28
γ7-0.4047-2.54
γ8-0.0915-0.72
γ90.42532.40
γ10-0.0942-0.35
Estimation Period:
Sep 30, 2003 to Sep 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts