Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:0.37% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2213 | 25.74 | |
| 0.7821 | 107.29 | |
| -0.0076 | -0.50 | |
| 0.0236 | 0.76 | |
| 0.0000 | 0.00 | |
| 0.7910 | 2.53 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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