Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:0.64% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.2202 | 23.00 | |
| 0.7826 | 87.18 | |
| -0.0060 | -0.39 | |
| 0.0257 | 0.75 | |
| 0.0000 | 0.00 | |
| 0.8582 | 4.00 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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