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V-Lab

Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.43% (-0.87%)
Analysis last updated: Saturday, February 21, 2026 at 06:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swire Pacific Ltd S0GARCH
paramt-stat
ω0.88657.59
α0.08798.63
β0.867562.59
γ1-0.0714-1.13
γ20.13601.37
γ3-0.1144-1.75
γ40.00100.02
γ50.16973.32
γ6-0.2426-5.54
γ70.17214.05
γ80.03580.72
γ9-0.1945-3.10
γ100.14022.84
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts