Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:0.76% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5667 | 2.70 | |
| 0.2042 | 6.44 | |
| 0.7892 | 28.36 | |
| 0.0838 | 0.27 | |
| -0.1024 | -0.23 | |
| 0.0778 | 0.33 | |
| -0.2418 | -1.10 | |
| 0.3898 | 2.30 | |
| -0.1992 | -1.35 | |
| -0.2366 | -1.31 | |
| 0.5392 | 2.87 | |
| -0.4627 | -2.72 | |
| 0.1469 | 1.21 |
Estimation Period:
Sep 30, 2003 to Jan 9, 2026
Sep 30, 2003 to Jan 9, 2026
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