MTR Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.80% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2746 | 5.42 | |
| 0.0823 | 31.76 | |
| 0.9863 | 382.13 | |
| 5.7077 | 7.95 |
Estimation Period:
Oct 6, 2000 to Jan 30, 2026
Oct 6, 2000 to Jan 30, 2026
Other MTR Corp Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities