Swire Pacific Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.33% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 15.21 | |
| 0.1324 | 42.52 | |
| 0.9903 | 1,675.58 | |
| -0.0321 | -11.27 |
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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