V-Lab
V-Lab

Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:34.56% (-0.53%)

Analysis last updated: Thursday, March 28, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swire Pacific Ltd S0GARCH
paramt-stat
ω0.86776.75
α0.08828.53
β0.868360.63
γ1-0.0585-1.64
γ20.12362.16
γ3-0.1773-4.63
γ40.22767.41
γ5-0.2085-6.61
γ60.14494.56
γ7-0.0191-0.67
γ8-0.0715-3.26
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts