Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
18.58%
increased by 1.60%
1 Week
18.56%
increased by 1.58%
1 Month
18.51%
increased by 1.53%
Analysis last updated: Tuesday, March 31, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3363 | 9.32 | |
| 0.0903 | 161.50 | |
| 0.9990 | 9,514.29 | |
| 2.0037 | 105,460.21 |
Estimation Period:
Sep 30, 2003 to Mar 27, 2026
Sep 30, 2003 to Mar 27, 2026
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