Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
0.61%
increased by 0.01%
1 Week
0.67%
increased by 0.07%
1 Month
0.83%
increased by 0.23%
Analysis last updated: Friday, May 1, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4207 | 2.66 | |
| 0.1997 | 6.37 | |
| 0.7932 | 28.80 | |
| 0.0918 | 0.31 | |
| -0.1141 | -0.27 | |
| 0.0777 | 0.35 | |
| -0.2325 | -1.13 | |
| 0.3957 | 2.54 | |
| -0.2402 | -2.00 | |
| -0.1770 | -1.19 | |
| 0.4979 | 2.97 | |
| -0.4620 | -2.82 | |
| 0.1666 | 1.37 |
Estimation Period:
Sep 30, 2003 to May 1, 2026
Sep 30, 2003 to May 1, 2026
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