Hong Kong Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:0.60% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 10.33 | |
| 0.1752 | 11.79 | |
| 0.8180 | 105.31 | |
| 0.0137 | 0.61 |
Estimation Period:
Sep 30, 2003 to Oct 10, 2025
Sep 30, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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