Hong Kong Dollar AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
1.56%
increased by 1.18%
1 Week
1.57%
increased by 1.19%
1 Month
1.58%
increased by 1.20%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 14.50 | |
| 0.1749 | 19.84 | |
| 0.8251 | 114.06 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 30, 2003 to Jun 5, 2026
Sep 30, 2003 to Jun 5, 2026
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