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

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V-Lab

Swire Pacific Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.10% (-0.80%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8400	6.52
$α$	0.0893	8.58
$β$	0.8660	59.88
$γ_{1}$	-0.0670	-1.95
$γ_{2}$	0.1364	2.48
$γ_{3}$	-0.1844	-4.95
$γ_{4}$	0.2323	7.70
$γ_{5}$	-0.2103	-6.78
$γ_{6}$	0.1394	4.37
$γ_{7}$	0.0062	0.17
$γ_{8}$	-0.1571	-1.78

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

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Volatility Forecasts

Volatility Forecasts