Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
0.96%
decreased by 0.05%
1 Week
1.02%
increased by 0.01%
1 Month
1.23%
increased by 0.22%
Analysis last updated: Friday, April 17, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6014 | 2.67 | |
| 0.2023 | 6.39 | |
| 0.7906 | 28.46 | |
| 0.1113 | 0.37 | |
| -0.1470 | -0.35 | |
| 0.1036 | 0.46 | |
| -0.2568 | -1.24 | |
| 0.4150 | 2.65 | |
| -0.2479 | -2.02 | |
| -0.1872 | -1.22 | |
| 0.5329 | 3.08 | |
| -0.5344 | -3.17 | |
| 0.3368 | 2.09 |
Estimation Period:
Sep 30, 2003 to Apr 17, 2026
Sep 30, 2003 to Apr 17, 2026
Other Hong Kong Dollar Analyses
Other Spline-GARCH Analyses on Currencies