MTR Corp Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.54% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 19.03 | |
| 0.0879 | 35.94 | |
| 0.8934 | 319.41 |
Estimation Period:
Oct 6, 2000 to Feb 6, 2026
Oct 6, 2000 to Feb 6, 2026
News Impact Curve
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