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

Skip to main content

V-Lab

Hong Kong Dollar MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 5th, 2025:0.54% (-0.05%)

Analysis last updated: Tuesday, November 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.2244	24.75
$β$	0.7806	104.22
$γ$	-0.0107	-0.69
$λ_{1}$	0.0232	0.72
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.7707	2.15

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts