MTR Corp Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.84% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 23.57 | |
| 0.1054 | 45.04 | |
| 0.8707 | 345.92 | |
| -0.0074 | -0.27 |
Estimation Period:
Oct 6, 2000 to Feb 6, 2026
Oct 6, 2000 to Feb 6, 2026
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