Hong Kong Dollar GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:0.51% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 14.50 | |
| 0.1778 | 19.43 | |
| 0.8222 | 109.72 |
Estimation Period:
Sep 30, 2003 to Dec 26, 2025
Sep 30, 2003 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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