MTR Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.97% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 19.19 | |
| 0.0814 | 21.27 | |
| 0.8943 | 320.42 | |
| 0.0118 | 1.86 |
Estimation Period:
Oct 6, 2000 to Feb 6, 2026
Oct 6, 2000 to Feb 6, 2026
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