Hong Kong Dollar AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:5.12% (+4.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1784 | 19.36 | |
| 0.8216 | 108.82 | |
| 0.0000 | 0.00 |
Estimation Period:
Sep 30, 2003 to Nov 7, 2025
Sep 30, 2003 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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