Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:1.12% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1738 | 12.31 | |
| 0.8208 | 109.28 | |
| 0.0107 | 0.49 |
Estimation Period:
Sep 30, 2003 to Nov 21, 2025
Sep 30, 2003 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Hong Kong Dollar Analyses
Other GJR-GARCH Analyses on Currencies