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 27th, 2026
1 Day
-0.00%
decreased by 0.45%
1 Week
0.02%
decreased by 0.43%
1 Month
0.04%
decreased by 0.41%
Analysis last updated: Friday, April 24, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6581 | 6,581,250.00 | |
| 0.0919 | 918,750.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0531 | 14.70 | |
| 0.7789 | 389,441.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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