Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.90% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3540 | -15.02 | |
| 0.3767 | 33.89 | |
| 0.9389 | 250.24 | |
| -0.0107 | -1.25 |
Estimation Period:
Sep 30, 2003 to Feb 6, 2026
Sep 30, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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