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	param	t-stat
$ω$	4.7292	2.72
$α$	0.2067	6.47
$β$	0.7865	28.08
$γ_{1}$	0.1036	0.33
$γ_{2}$	-0.1359	-0.31
$γ_{3}$	0.1043	0.44
$γ_{4}$	-0.2667	-1.21
$γ_{5}$	0.4093	2.40
$γ_{6}$	-0.2072	-1.38
$γ_{7}$	-0.2437	-1.32
$γ_{8}$	0.5639	2.97
$γ_{9}$	-0.5100	-3.16
$γ_{10}$	0.2450	1.34

V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 31st, 2025:0.66% (+0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hong Kong Dollar Analyses