Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:0.50% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1734 | 12.16 | |
| 0.8204 | 108.72 | |
| 0.0125 | 0.57 |
Estimation Period:
Sep 30, 2003 to Nov 7, 2025
Sep 30, 2003 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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