Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:5.28% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3246 | 9.32 | |
| 0.0907 | 160.79 | |
| 0.9990 | 9,514.29 | |
| 2.0041 | 95,432.62 |
Estimation Period:
Sep 30, 2003 to Feb 20, 2026
Sep 30, 2003 to Feb 20, 2026
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