Hong Kong Dollar MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 25th, 2026
1 Day
-0.00%
decreased by 0.33%
1 Week
0.01%
decreased by 0.32%
1 Month
0.01%
decreased by 0.32%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0858 | 857,600.00 | |
| -0.1715 | -1,715,000.00 | |
| 0.5221 | 5,221,170.00 | |
| 0.6570 | 6,569,970.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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