MTR Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.80% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3287 | 8.73 | |
| 0.0889 | 8.96 | |
| 0.8853 | 69.85 | |
| 0.0012 | 3.21 |
Estimation Period:
Oct 6, 2000 to Feb 6, 2026
Oct 6, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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