MTR Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.58% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 19.19 | |
| 0.0809 | 21.23 | |
| 0.8944 | 320.59 | |
| 0.0123 | 1.93 |
Estimation Period:
Oct 6, 2000 to Feb 20, 2026
Oct 6, 2000 to Feb 20, 2026
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