US Dollar to Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:0.37% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 13.00 | |
| 0.2200 | 16.30 | |
| 0.7863 | 127.29 | |
| -0.0125 | -0.61 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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