Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.31% (+5.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 14.50 | |
| 0.1777 | 19.57 | |
| 0.8223 | 110.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Sep 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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