MTR Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.96% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 20.52 | |
| 0.2023 | 40.21 | |
| 0.9725 | 642.77 | |
| -0.0013 | -0.27 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
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