US Dollar to Hong Kong Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.89% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4977 | -16.51 | |
| 0.3897 | 41.39 | |
| 0.9176 | 197.04 | |
| -0.0193 | -2.83 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies