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V-Lab

Swire Pacific Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:24.29% (-0.36%)
Analysis last updated: Tuesday, February 24, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swire Pacific Ltd SGARCH
paramt-stat
ω0.89856.38
α0.08618.57
β0.873066.13
γ1-0.0451-1.45
γ20.09221.82
γ3-0.1350-3.82
γ40.18516.34
γ5-0.1921-6.57
γ60.18475.12
γ7-0.1033-2.60
γ8-0.0839-1.71
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts