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 Friday, October 17th, 2025:0.74% (+0.06%)

Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7782	2.75
$α$	0.2080	6.51
$β$	0.7856	28.01
$γ_{1}$	0.0951	0.30
$γ_{2}$	-0.1224	-0.27
$γ_{3}$	0.0988	0.40
$γ_{4}$	-0.2649	-1.14
$γ_{5}$	0.3942	2.14
$γ_{6}$	-0.1687	-0.98
$γ_{7}$	-0.2862	-1.38
$γ_{8}$	0.5787	2.86
$γ_{9}$	-0.4854	-2.85
$γ_{10}$	0.2105	0.81

Estimation Period:
Sep 30, 2003 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts