MTR Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.16% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 19.19 | |
| 0.0810 | 21.24 | |
| 0.8944 | 320.59 | |
| 0.0122 | 1.91 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
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