Hong Kong Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:0.81% (-0.01%)
Parameter Estimates
param | t-stat | |
---|---|---|
4.5986 | 2.71 | |
0.2058 | 6.46 | |
0.7879 | 28.19 | |
0.0763 | 0.24 | |
-0.0907 | -0.20 | |
0.0736 | 0.30 | |
-0.2415 | -1.04 | |
0.3766 | 2.06 | |
-0.1631 | -0.96 | |
-0.2761 | -1.36 | |
0.5497 | 2.73 | |
-0.4317 | -2.46 | |
0.1063 | 0.87 |
Estimation Period:
Sep 30, 2003 to Oct 18, 2025
Sep 30, 2003 to Oct 18, 2025
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