V-Lab
MTR Corp Ltd APARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.77% (-1.14%)
Analysis last updated: Sunday, April 28, 2024 at 12:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0362 | 17.23 | |
| 0.1044 | 35.82 | |
| 0.8920 | 287.73 | |
| 0.0604 | 3.56 | |
| 1.4817 | 26.39 |
Estimation Period:
Oct 6, 2000 to Apr 26, 2024
Oct 6, 2000 to Apr 26, 2024