V-Lab
MTR Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:26.99% (+1.05%)
Analysis last updated: Thursday, April 18, 2024 at 10:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 18.95 | |
| 0.2094 | 38.74 | |
| 0.9718 | 599.53 | |
| -0.0085 | -1.61 |
Estimation Period:
Oct 6, 2000 to Apr 12, 2024
Oct 6, 2000 to Apr 12, 2024