Swire Pacific Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.27% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0561 | 18.43 | |
| 0.8461 | 133.45 | |
| 0.0665 | 15.10 | |
| 0.0071 | 4.87 | |
| 0.0284 | 5.42 | |
| 0.9701 | 168.91 |
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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