US Dollar to Hong Kong Dollar EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
0.42%
increased by 0.10%
1 Week
0.47%
increased by 0.15%
1 Month
0.59%
increased by 0.27%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4939 | -16.53 | |
| 0.3865 | 41.57 | |
| 0.9182 | 198.87 | |
| -0.0180 | -2.66 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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