Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:1.01% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2197 | 25.63 | |
| 0.7854 | 108.22 | |
| -0.0110 | -0.74 | |
| 0.0249 | 0.70 | |
| 0.0000 | 0.00 | |
| 0.7872 | 2.30 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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