V-Lab
V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:1.23% (-0.06%)

Analysis last updated: Sunday, January 29, 2023, 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar SGARCH
paramt-stat
ω2.75052.64
α0.14216.55
β0.856839.17
γ1-0.6748-1.27
γ21.26651.84
γ3-1.4426-5.02
γ41.781711.33
γ5-1.5454-8.24
γ60.98604.77
γ7-0.4960-2.77
γ80.12500.48
γ9-0.3151-0.70
γ101.40421.75
Estimation Period:
Sep 30, 2003 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts