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, June 15th, 2026
1 Day
0.00%
decreased by 0.22%
1 Week
0.00%
decreased by 0.22%
1 Month
0.01%
decreased by 0.21%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6241 | 6,241,020.00 | |
| 0.1259 | 1,258,980.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.5062 | 5,061,780.00 | |
| 0.8094 | 8,093,590.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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