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V-Lab

US Dollar to Hong Kong Dollar GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 10th, 2026

1 Day

0.35%

decreased by 0.02%

1 Week

0.37%

increased by 0.00%

1 Month

0.47%

increased by 0.10%

Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of US Dollar to Hong Kong Dollar GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time