Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:0.61% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3540 | -14.95 | |
| 0.3777 | 33.80 | |
| 0.9389 | 249.03 | |
| -0.0107 | -1.25 |
Estimation Period:
Sep 30, 2003 to Dec 12, 2025
Sep 30, 2003 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Hong Kong Dollar Analyses
Other EGARCH Analyses on Currencies