Hong Kong Dollar MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 22nd, 2026
1 Day
0.31%
decreased by 0.09%
1 Week
4,165,513.82%
increased by 4,165,513.42%
1 Month
1,556,480,645,559,076,700,000,000,000,000,000,000.00%
increased by 1,556,480,645,559,076,700,000,000,000,000,000,000.00%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6518 | 6,518,170.00 | |
| 0.0982 | 981,830.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0540 | 540,140.00 | |
| 0.6326 | 6,326,410.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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