Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:0.74% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5275 | 2.66 | |
| 0.2038 | 6.40 | |
| 0.7894 | 28.31 | |
| 0.0869 | 0.29 | |
| -0.1072 | -0.25 | |
| 0.0800 | 0.34 | |
| -0.2424 | -1.12 | |
| 0.3930 | 2.37 | |
| -0.2083 | -1.47 | |
| -0.2256 | -1.29 | |
| 0.5343 | 2.90 | |
| -0.4684 | -2.77 | |
| 0.1563 | 1.29 |
Estimation Period:
Sep 30, 2003 to Jan 30, 2026
Sep 30, 2003 to Jan 30, 2026
News Impact Curve
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