Hong Kong Dollar EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
0.41%
decreased by 0.03%
1 Week
0.45%
increased by 0.01%
1 Month
0.58%
increased by 0.14%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3490 | -14.99 | |
| 0.3721 | 34.00 | |
| 0.9396 | 252.93 | |
| -0.0092 | -1.08 |
Estimation Period:
Sep 30, 2003 to Jun 5, 2026
Sep 30, 2003 to Jun 5, 2026
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