What 's the different between MDF and HDF ?

Sorry,I was in a hurry when I wrote the response.
More correctly: HDF stands for high density fibreboard, i.e.
it is made from harder wood,with higher density.

May I add, that good speakerbuilding takes place at
the crossroads between art and science,because we don´t know all the aspects of it.Harder and stiffer materials give rise to different forms of vibrations, compared to softer materials.

MDF has it´s drawbacks as an material for building enclosures.The negative properties of MDF, can be deminished by combining MDF with a very different material,
with a different modulus (resistence to bending),and a different density. I have obtaind good results with a
combination of MDF and slabs of granite.
Adding a third material, in an unregular fashion, will
still improve the situation.

So, by only using thick walls in a loudspeaker enclosure,
we may have gained too little.
We also have to consider what frequences we want to reject.
I have built large enclosures for my bass drivers, and
these enclosures really withstands the lower frequences
(up to about 80 Hz) that they are intended to deal with .
Trying to drive this speakers with signals up to 700 Hz
was more discouraging....

Regards
Håkan

Hakan has the nomenclature correct, the difference in construction has to do with the partical size distribution, and construction methodology.
MDF is made up of different sized particals with a lower and upper size limit, and are bound w/ a formaldehyde glue under modest pressure.
HDF has no lower size limit and is made under higher pressure.
The partical size is very important, if you have a 1 liter jar, and try to fillit w/ 1 liter of rocks, 1 liter of sand and 1liter of beer you can do it(mostly) depending upon the way you do it.
if the rocks go in first then sand, then beer, it works, because the sand fills in the iner-rock spaces, and the beer being a liquid will flow arround it all.
many differently sized particals will allow a denser end material.
try corian also
happy listening

Initially, I was also confused with these two terms HDF and MDF. HDFs are costlier than MDFs and HDfs can last for 15-17 years with laminations whereas MDF lasts for 10-15 years. So there are some basic differences in these wood and it completely depends on your usability which you should go for. 
However, I got a good article on HDF and MDF differences. Maybe it is useful for other readers as well. :)

https://sawauthority.com/hdf-vs-mdf-wood/

I think you should be able to find sheets of 1 1/4" thick 4'x8' if you shop around I've used it on commercial buildings as subfloor. sorry I don't remember the supplier.

While MDF may have a 10 to 15 year life span in floors where it would be under constant pressure.  That is not the case in speakers.  I have speakers that I built and laminated 40 years ago that still look and sound great.  
What was posted is not applicable for speakers.