Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:0.03% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6511 | 6,511,070.00 | |
| 0.0989 | 988,930.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0541 | 540,520.00 | |
| 0.6318 | 6,317,850.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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