V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 25th, 2025:0.42% (-0.04%)
Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar SGARCH
paramt-stat
ω4.75453.23
α0.16695.88
β0.828330.84
γ10.09660.37
γ2-0.1394-0.37
γ30.09730.51
γ4-0.2023-1.22
γ50.38332.55
γ6-0.3493-3.01
γ70.02650.28
γ80.38193.43
γ9-0.8525-2.96
Estimation Period:
Sep 30, 2003 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts