Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
3.08%
increased by 0.20%
1 Week
3.09%
increased by 0.21%
1 Month
3.12%
increased by 0.24%
Analysis last updated: Monday, July 6, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1462 | 9.34 | |
| 0.0898 | 161.84 | |
| 0.9990 | 9,605.77 | |
| 2.0089 | 45,656.23 |
Estimation Period:
Sep 30, 2003 to Jul 3, 2026
Sep 30, 2003 to Jul 3, 2026
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