Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:0.01% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6581 | 6,581,090.00 | |
| 0.0919 | 918,910.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0548 | 547,680.00 | |
| 0.6153 | 6,152,780.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong Dollar Analyses
Other MF2-GARCH Analyses on Currencies