Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.82% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6808 | 2.70 | |
| 0.2049 | 6.44 | |
| 0.7882 | 28.23 | |
| 0.1063 | 0.35 | |
| -0.1400 | -0.32 | |
| 0.1047 | 0.45 | |
| -0.2643 | -1.23 | |
| 0.4129 | 2.51 | |
| -0.2234 | -1.60 | |
| -0.2221 | -1.29 | |
| 0.5510 | 3.00 | |
| -0.5137 | -3.16 | |
| 0.2564 | 1.70 |
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Sep 30, 2003 to Feb 6, 2026
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