V-Lab: Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.13% (-0.68%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8698	6.76
$α$	0.0883	8.53
$β$	0.8681	60.54
$γ_{1}$	-0.0576	-1.62
$γ_{2}$	0.1219	2.14
$γ_{3}$	-0.1756	-4.60
$γ_{4}$	0.2266	7.41
$γ_{5}$	-0.2093	-6.69
$γ_{6}$	0.1486	4.69
$γ_{7}$	-0.0255	-0.90
$γ_{8}$	-0.0657	-3.04

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

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Volatility Forecasts

Volatility Forecasts