Hong Kong Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.62%
decreased by 0.48%
1 Week
4.64%
decreased by 0.46%
1 Month
4.69%
decreased by 0.41%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3230 | 9.35 | |
| 0.0898 | 161.58 | |
| 0.9990 | 9,605.77 | |
| 2.0041 | 100,202.65 |
Estimation Period:
Sep 30, 2003 to Jun 5, 2026
Sep 30, 2003 to Jun 5, 2026
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