MTR Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.00% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 23.57 | |
| 0.1054 | 44.98 | |
| 0.8706 | 345.35 | |
| -0.0059 | -0.22 |
Estimation Period:
Oct 6, 2000 to Jan 30, 2026
Oct 6, 2000 to Jan 30, 2026
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