Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:0.46% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1731 | 12.22 | |
| 0.8209 | 109.28 | |
| 0.0119 | 0.54 |
Estimation Period:
Sep 30, 2003 to Nov 14, 2025
Sep 30, 2003 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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