Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:0.55% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.2245 | 25.12 | |
| 0.7807 | 101.19 | |
| -0.0110 | -0.72 | |
| 0.0248 | 0.81 | |
| 0.0000 | 0.00 | |
| 0.8263 | 3.35 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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