V-Lab: US Dollar to Hong Kong Dollar MF2-GARCH Volatility Analysis

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V-Lab

US Dollar to Hong Kong Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:0.55% (-0.05%)

Analysis last updated: Sunday, May 12, 2024 at 02:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2105	10.44
$β$	0.5863	9.33
$γ$	-0.0022	-0.10
$λ_{1}$	0.0001	0.72
$λ_{2}$	0.3540	0.40
$λ_{3}$	0.6108	0.68

Estimation Period:
Jan 2, 1990 to May 10, 2024

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Volatility Forecasts

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