MTR Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.51% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 23.59 | |
| 0.1052 | 45.00 | |
| 0.8708 | 345.82 | |
| -0.0053 | -0.19 |
Estimation Period:
Oct 6, 2000 to Feb 20, 2026
Oct 6, 2000 to Feb 20, 2026
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