Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:0.72% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.00 | |
| 0.1742 | 11.91 | |
| 0.8192 | 106.86 | |
| 0.0133 | 0.60 |
Estimation Period:
Sep 30, 2003 to Oct 18, 2025
Sep 30, 2003 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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