Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:0.54% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3568 | -14.87 | |
| 0.3779 | 33.53 | |
| 0.9385 | 245.87 | |
| -0.0113 | -1.32 |
Estimation Period:
Sep 30, 2003 to Nov 14, 2025
Sep 30, 2003 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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