Hong Kong Dollar APARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:0.50% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 4.15 | |
| 0.1762 | 19.74 | |
| 0.8238 | 100.51 | |
| 0.0410 | 1.64 | |
| 1.6996 | 28.69 |
Estimation Period:
Sep 30, 2003 to Dec 5, 2025
Sep 30, 2003 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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