Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:0.40% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1735 | 12.57 | |
| 0.8214 | 110.57 | |
| 0.0102 | 0.47 |
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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