V-Lab: Hong Kong Dollar Spline-GARCH Volatility Analysis

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V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:0.62% (-0.02%)

Analysis last updated: Friday, November 14, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7521	2.73
$α$	0.2071	6.49
$β$	0.7863	28.09
$γ_{1}$	0.0991	0.32
$γ_{2}$	-0.1291	-0.29
$γ_{3}$	0.1023	0.42
$γ_{4}$	-0.2670	-1.18
$γ_{5}$	0.4029	2.28
$γ_{6}$	-0.1886	-1.17
$γ_{7}$	-0.2652	-1.35
$γ_{8}$	0.5726	2.92
$γ_{9}$	-0.4990	-3.04
$γ_{10}$	0.2245	1.02

Estimation Period:
Sep 30, 2003 to Nov 14, 2025

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Volatility Forecasts

Volatility Forecasts