MTR Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.93% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4587 | 8.61 | |
| 0.0889 | 8.81 | |
| 0.8823 | 66.46 | |
| 0.0035 | 2.90 |
Estimation Period:
Oct 6, 2000 to Feb 20, 2026
Oct 6, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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