Swire Pacific Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.07% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 14.95 | |
| 0.1321 | 42.56 | |
| 0.9903 | 1,667.18 | |
| -0.0326 | -11.45 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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