V-Lab
V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:0.55% (-0.03%)

Analysis last updated: Sunday, April 21, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar SGARCH
paramt-stat
ω3.30262.61
α0.13647.59
β0.862647.98
γ1-0.4968-1.03
γ20.99121.49
γ3-1.4383-3.79
γ42.10026.70
γ5-1.7773-6.88
γ60.90323.46
γ7-0.4012-1.77
γ8-0.0786-0.46
γ90.62143.21
γ10-0.8466-3.08
Estimation Period:
Sep 30, 2003 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts