Swire Pacific Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.34% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0557 | 18.20 | |
| 0.8450 | 132.59 | |
| 0.0678 | 15.29 | |
| 0.0070 | 4.81 | |
| 0.0286 | 5.42 | |
| 0.9699 | 167.62 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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