Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:0.52% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 14.50 | |
| 0.1776 | 19.50 | |
| 0.8224 | 110.09 |
Estimation Period:
Sep 30, 2003 to Feb 13, 2026
Sep 30, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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