Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:0.63% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3652 | -14.57 | |
| 0.3813 | 32.72 | |
| 0.9372 | 234.88 | |
| -0.0131 | -1.52 |
Estimation Period:
Sep 30, 2003 to Oct 10, 2025
Sep 30, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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