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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 20th, 2026

1 Day

0.79%

decreased by 0.06%

1 Week

0.80%

decreased by 0.05%

1 Month

0.84%

decreased by 0.01%

Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC

Date Range:

from

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