Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:0.43% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 15.00 | |
| 0.1732 | 12.54 | |
| 0.8216 | 110.58 | |
| 0.0104 | 0.49 |
Estimation Period:
Sep 30, 2003 to Jan 16, 2026
Sep 30, 2003 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Dollar Analyses
Other GJR-GARCH Analyses on Currencies