Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
0.35%
increased by 0.01%
1 Week
0.38%
increased by 0.04%
1 Month
0.47%
increased by 0.13%
Analysis last updated: Monday, July 6, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2193 | 25.90 | |
| 0.7849 | 109.89 | |
| -0.0092 | -0.62 | |
| 0.0259 | 0.66 | |
| 0.0000 | 0.00 | |
| 0.7563 | 1.83 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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