Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.07%
decreased by 0.68%
1 Week
5.08%
decreased by 0.67%
1 Month
5.10%
decreased by 0.65%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2196 | 9.34 | |
| 0.0899 | 161.71 | |
| 0.9990 | 9,605.77 | |
| 2.0059 | 69,167.90 |
Estimation Period:
Sep 30, 2003 to May 22, 2026
Sep 30, 2003 to May 22, 2026
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