Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
4.82%
increased by 0.02%
1 Week
4.84%
increased by 0.04%
1 Month
4.88%
increased by 0.08%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3230 | 9.35 | |
| 0.0898 | 161.58 | |
| 0.9990 | 9,605.77 | |
| 2.0041 | 100,202.65 |
Estimation Period:
Sep 30, 2003 to Jun 5, 2026
Sep 30, 2003 to Jun 5, 2026
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