Swire Pacific Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:24.03% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 15.19 | |
| 0.1323 | 42.52 | |
| 0.9903 | 1,675.60 | |
| -0.0321 | -11.28 |
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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