MTR Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.90% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 19.19 | |
| 0.0811 | 21.25 | |
| 0.8944 | 320.70 | |
| 0.0121 | 1.90 |
Estimation Period:
Oct 6, 2000 to Feb 13, 2026
Oct 6, 2000 to Feb 13, 2026
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