MTR Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.35% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 20.54 | |
| 0.2026 | 40.24 | |
| 0.9725 | 642.33 | |
| -0.0010 | -0.21 |
Estimation Period:
Oct 6, 2000 to Feb 6, 2026
Oct 6, 2000 to Feb 6, 2026
News Impact Curve
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