Hong Kong Dollar APARCH Volatility Analysis
Volatility prediction for Wednesday, April 15th, 2026
1 Day
0.49%
decreased by 0.04%
1 Week
0.50%
decreased by 0.03%
1 Month
0.55%
increased by 0.02%
Analysis last updated: Tuesday, April 14, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 4.15 | |
| 0.1721 | 19.91 | |
| 0.8279 | 106.12 | |
| 0.0283 | 1.16 | |
| 1.7561 | 29.11 |
Estimation Period:
Sep 30, 2003 to Apr 10, 2026
Sep 30, 2003 to Apr 10, 2026
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