Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
7.95%
decreased by 0.96%
1 Week
7.95%
decreased by 0.96%
1 Month
7.95%
decreased by 0.96%
Analysis last updated: Tuesday, April 21, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2427 | 9.33 | |
| 0.0901 | 161.45 | |
| 0.9990 | 9,605.77 | |
| 2.0053 | 74,271.81 |
Estimation Period:
Sep 30, 2003 to Apr 17, 2026
Sep 30, 2003 to Apr 17, 2026
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