Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
0.56%
decreased by 0.02%
1 Week
0.64%
increased by 0.06%
1 Month
0.88%
increased by 0.30%
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 | |
|---|---|---|
| 4.5248 | 2.65 | |
| 0.1997 | 6.34 | |
| 0.7929 | 28.61 | |
| 0.1134 | 0.39 | |
| -0.1506 | -0.36 | |
| 0.1033 | 0.47 | |
| -0.2517 | -1.25 | |
| 0.4154 | 2.74 | |
| -0.2647 | -2.36 | |
| -0.1572 | -1.13 | |
| 0.5017 | 3.06 | |
| -0.5076 | -2.93 | |
| 0.2793 | 1.57 |
Estimation Period:
Sep 30, 2003 to Jun 5, 2026
Sep 30, 2003 to Jun 5, 2026
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