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V-Lab

Hong Kong Dollar AGARCH 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

1.56%

increased by 1.18%

1 Week

1.57%

increased by 1.19%

1 Month

1.58%

increased by 1.20%

Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Hong Kong Dollar AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time