Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:0.50% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4799 | 2.63 | |
| 0.2030 | 6.37 | |
| 0.7900 | 28.34 | |
| 0.0889 | 0.29 | |
| -0.1104 | -0.26 | |
| 0.0811 | 0.35 | |
| -0.2417 | -1.14 | |
| 0.3945 | 2.42 | |
| -0.2162 | -1.59 | |
| -0.2155 | -1.28 | |
| 0.5315 | 2.93 | |
| -0.4760 | -2.82 | |
| 0.1662 | 1.36 |
Estimation Period:
Sep 30, 2003 to Feb 20, 2026
Sep 30, 2003 to Feb 20, 2026
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