Hong Kong Dollar APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
0.36%
decreased by 0.02%
1 Week
0.38%
increased by 0.00%
1 Month
0.45%
increased by 0.07%
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 | |
|---|---|---|
| 0.0001 | 4.05 | |
| 0.1718 | 20.03 | |
| 0.8282 | 106.96 | |
| 0.0293 | 1.20 | |
| 1.7526 | 29.28 |
Estimation Period:
Sep 30, 2003 to Jun 5, 2026
Sep 30, 2003 to Jun 5, 2026
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