Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
5.47%
increased by 0.50%
1 Week
5.47%
increased by 0.50%
1 Month
5.48%
increased by 0.51%
Analysis last updated: Friday, May 1, 2026 at 07:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1922 | 9.33 | |
| 0.0901 | 161.41 | |
| 0.9990 | 9,514.29 | |
| 2.0068 | 59,022.44 |
Estimation Period:
Sep 30, 2003 to May 1, 2026
Sep 30, 2003 to May 1, 2026
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