MTR Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.18% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0908 | 24.00 | |
| 0.8474 | 108.13 | |
| 0.0132 | 2.71 | |
| 0.0068 | 6.19 | |
| 0.0142 | 4.93 | |
| 0.9818 | 277.11 |
Estimation Period:
Oct 6, 2000 to Feb 6, 2026
Oct 6, 2000 to Feb 6, 2026
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