MTR Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.28% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 23.59 | |
| 0.1053 | 45.02 | |
| 0.8708 | 345.97 | |
| -0.0056 | -0.21 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
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