MTR Corp Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.86% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 19.02 | |
| 0.0878 | 35.91 | |
| 0.8935 | 319.45 |
Estimation Period:
Oct 6, 2000 to Feb 20, 2026
Oct 6, 2000 to Feb 20, 2026
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