MTR Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.63% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3280 | 8.75 | |
| 0.0887 | 8.95 | |
| 0.8854 | 69.87 | |
| 0.0012 | 3.22 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other MTR Corp Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities