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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 Tuesday, July 7th, 2026

1 Day

0.34%

unchanged at 0.00%

1 Week

0.36%

increased by 0.02%

1 Month

0.44%

increased by 0.10%

Analysis last updated: Monday, July 6, 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