Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:0.81% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1740 | 12.46 | |
| 0.8211 | 110.08 | |
| 0.0098 | 0.45 |
Estimation Period:
Sep 30, 2003 to Jan 2, 2026
Sep 30, 2003 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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