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	param	t-stat
$ω$	4.6660	2.69
$α$	0.2041	6.42
$β$	0.7889	28.28
$γ_{1}$	0.1076	0.36
$γ_{2}$	-0.1423	-0.33
$γ_{3}$	0.1055	0.46
$γ_{4}$	-0.2636	-1.24
$γ_{5}$	0.4148	2.56
$γ_{6}$	-0.2315	-1.73
$γ_{7}$	-0.2105	-1.26
$γ_{8}$	0.5422	3.00
$γ_{9}$	-0.5105	-3.11
$γ_{10}$	0.2490	1.73

V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2026:0.61% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hong Kong Dollar Analyses