V-Lab: Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.02% (-0.51%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8679	6.75
$α$	0.0886	8.54
$β$	0.8676	60.26
$γ_{1}$	-0.0581	-1.63
$γ_{2}$	0.1228	2.15
$γ_{3}$	-0.1764	-4.62
$γ_{4}$	0.2271	7.42
$γ_{5}$	-0.2091	-6.67
$γ_{6}$	0.1472	4.65
$γ_{7}$	-0.0230	-0.81
$γ_{8}$	-0.0677	-3.13

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts