V-Lab: Swire Pacific Ltd MF2-GARCH Volatility Analysis

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V-Lab

Swire Pacific Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.20% (-0.96%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0521	17.14
$β$	0.8458	133.15
$γ$	0.0779	17.09
$λ_{1}$	0.0072	4.74
$λ_{2}$	0.0303	5.19
$λ_{3}$	0.9684	152.50

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts