MTR Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.18% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0905 | 23.95 | |
| 0.8474 | 107.98 | |
| 0.0135 | 2.79 | |
| 0.0068 | 6.19 | |
| 0.0143 | 4.93 | |
| 0.9817 | 276.23 |
Estimation Period:
Oct 6, 2000 to Feb 16, 2026
Oct 6, 2000 to Feb 16, 2026
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