HSI Volatility Index

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	param	t-stat
$ω$	2.2749	5.43
$α$	0.0822	31.80
$β$	0.9863	383.17
$ν$	5.7122	7.93

V-Lab

MTR Corp Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:20.96% (-0.99%)

Date Range:

Parameter Estimates

Other MTR Corp Ltd Analyses