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, December 1st, 2025:1.07% (+0.07%)

Analysis last updated: Friday, November 28, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.7580	2.74
$α$	0.2070	6.50
$β$	0.7865	28.16
$γ_{1}$	0.1003	0.32
$γ_{2}$	-0.1306	-0.29
$γ_{3}$	0.1018	0.42
$γ_{4}$	-0.2659	-1.18
$γ_{5}$	0.4038	2.30
$γ_{6}$	-0.1924	-1.22
$γ_{7}$	-0.2617	-1.36
$γ_{8}$	0.5748	2.96
$γ_{9}$	-0.5108	-3.14
$γ_{10}$	0.2525	1.23

Estimation Period:
Sep 30, 2003 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts