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, April 6th, 2026
1 Day
-0.00%
decreased by 0.51%
1 Week
0.03%
decreased by 0.48%
1 Month
0.06%
decreased by 0.45%
Analysis last updated: Friday, April 3, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6604 | 6,604,260.00 | |
| 0.0896 | 895,740.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0535 | 534,700.00 | |
| 0.7410 | 7,409,640.00 | |
| 0.0008 | 7,840.00 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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