Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.91% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5359 | 2.69 | |
| 0.2033 | 6.42 | |
| 0.7900 | 28.42 | |
| 0.0864 | 0.28 | |
| -0.1066 | -0.25 | |
| 0.0790 | 0.34 | |
| -0.2407 | -1.12 | |
| 0.3930 | 2.38 | |
| -0.2116 | -1.52 | |
| -0.2205 | -1.28 | |
| 0.5309 | 2.91 | |
| -0.4686 | -2.78 | |
| 0.1582 | 1.30 |
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Sep 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Dollar Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies