Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
0.72%
increased by 0.04%
1 Week
0.79%
increased by 0.11%
1 Month
1.00%
increased by 0.32%
Analysis last updated: Friday, May 29, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5448 | 2.66 | |
| 0.2005 | 6.35 | |
| 0.7922 | 28.55 | |
| 0.1133 | 0.39 | |
| -0.1503 | -0.36 | |
| 0.1034 | 0.47 | |
| -0.2528 | -1.25 | |
| 0.4155 | 2.72 | |
| -0.2616 | -2.29 | |
| -0.1631 | -1.15 | |
| 0.5082 | 3.06 | |
| -0.5136 | -2.98 | |
| 0.2931 | 1.69 |
Estimation Period:
Sep 30, 2003 to May 29, 2026
Sep 30, 2003 to May 29, 2026
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