Hong Kong Dollar MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:0.01% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6642 | 6,642,440.00 | |
| 0.0858 | 857,560.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0545 | 545,320.00 | |
| 0.6705 | 6,704,950.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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