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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4372	2.71***
α ARCH Response to squared shocks	0.1924	6.30***
β GARCH Volatility persistence	0.8004	29.53***

γ₁	0.1114	0.39
γ₂	-0.1491	-0.36
γ₃	0.1016	0.47
γ₄	-0.2443	-1.26
γ₅	0.4135	2.79***
γ₆	-0.2841	-2.79***
γ₇	-0.1154	-0.96
γ₈	0.4474	2.96***
γ₉	-0.4438	-2.43**
γ₁₀	0.0888	0.41

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Hong Kong Dollar Spline-GARCH Volatility Analysis

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