Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:0.56% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3549 | -15.05 | |
| 0.3765 | 33.89 | |
| 0.9388 | 250.15 | |
| -0.0109 | -1.28 |
Estimation Period:
Sep 30, 2003 to Feb 13, 2026
Sep 30, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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