Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:0.79% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1796 | 19.16 | |
| 0.8204 | 106.63 |
Estimation Period:
Sep 30, 2003 to Oct 18, 2025
Sep 30, 2003 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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