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V-Lab

Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:0.53% (-0.01%)
Analysis last updated: Monday, February 23, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong Dollar SGARCH
paramt-stat
ω4.65882.68
α0.20486.42
β0.788228.17
γ10.10720.35
γ2-0.1416-0.33
γ30.10550.46
γ4-0.2643-1.24
γ50.41432.54
γ6-0.2282-1.67
γ7-0.2147-1.26
γ80.54302.98
γ9-0.5042-3.09
γ100.23071.56
Estimation Period:
Sep 30, 2003 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts