V-Lab: Hong Kong Dollar MF2-GARCH Volatility Analysis

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V-Lab

Hong Kong Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, October 15th, 2025:0.48% (-0.54%)

Analysis last updated: Tuesday, October 14, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.6552	6,551,580.00
$β$	0.0948	948,420.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0538	16.98
$λ_{2}$	0.7341	66,731.82
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts