Swire Pacific Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.63% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 16.04 | |
| 0.0428 | 20.18 | |
| 0.9359 | 575.94 | |
| 0.0372 | 9.33 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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