Hong Kong Dollar Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:0.53% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6588 | 2.68 | |
| 0.2048 | 6.42 | |
| 0.7882 | 28.17 | |
| 0.1072 | 0.35 | |
| -0.1416 | -0.33 | |
| 0.1055 | 0.46 | |
| -0.2643 | -1.24 | |
| 0.4143 | 2.54 | |
| -0.2282 | -1.67 | |
| -0.2147 | -1.26 | |
| 0.5430 | 2.98 | |
| -0.5042 | -3.09 | |
| 0.2307 | 1.56 |
Estimation Period:
Sep 30, 2003 to Feb 20, 2026
Sep 30, 2003 to Feb 20, 2026
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