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V-Lab

Hong Kong Dollar GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, April 6th, 2026

1 Day

1.01%

decreased by 0.09%

1 Week

1.02%

decreased by 0.08%

1 Month

1.04%

decreased by 0.06%

Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hong Kong Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time