V-Lab
V-Lab
US Dollar to Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:0.80% (-0.10%)

Analysis last updated: Thursday, May 9, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Hong Kong Dollar EGARCH
paramt-stat
ω-0.4479-16.44
α0.367640.55
β0.9260224.11
γ-0.0024-0.35
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts