Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.64%
decreased by 0.48%
1 Week
3.67%
decreased by 0.45%
1 Month
3.75%
decreased by 0.37%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3773 | 9.34 | |
| 0.0899 | 161.91 | |
| 0.9990 | 9,605.77 | |
| 2.0034 | 117,845.41 |
Estimation Period:
Sep 30, 2003 to Jun 12, 2026
Sep 30, 2003 to Jun 12, 2026
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