Hong Kong Dollar EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
0.31%
decreased by 0.03%
1 Week
0.36%
increased by 0.02%
1 Month
0.51%
increased by 0.17%
Analysis last updated: Sunday, June 14, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3495 | -15.00 | |
| 0.3721 | 33.99 | |
| 0.9396 | 252.64 | |
| -0.0091 | -1.07 |
Estimation Period:
Sep 30, 2003 to Jun 12, 2026
Sep 30, 2003 to Jun 12, 2026
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