MTR Corp Ltd APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.52% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 17.98 | |
| 0.1046 | 38.11 | |
| 0.8935 | 301.25 | |
| 0.0197 | 1.18 | |
| 1.3618 | 26.92 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
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