Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:0.43% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3558 | -15.07 | |
| 0.3766 | 33.92 | |
| 0.9387 | 249.98 | |
| -0.0109 | -1.28 |
Estimation Period:
Sep 30, 2003 to Feb 20, 2026
Sep 30, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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