MTR Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.97% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3280 | 8.75 | |
| 0.0887 | 8.95 | |
| 0.8854 | 69.83 | |
| 0.0012 | 3.22 |
Estimation Period:
Oct 6, 2000 to Feb 20, 2026
Oct 6, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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