Swire Pacific Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.67% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 9.46 | |
| 0.0637 | 38.13 | |
| 0.9318 | 588.26 | |
| 0.3806 | 11.04 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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