Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.02% (+0.61%)
Parameter Estimates
param | t-stat | |
---|---|---|
21 | ||
0.6552 | 6,551,580.00 | |
0.0948 | 948,420.00 | |
0.5000 | 5,000,000.00 | |
0.0538 | 16.98 | |
0.7341 | 66,731.82 | |
0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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