MTR Corp Ltd GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.49% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 19.03 | |
| 0.0878 | 35.91 | |
| 0.8935 | 319.57 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
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