Swire Pacific Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.69% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5032 | 5.04 | |
| 0.0599 | 53.89 | |
| 0.9955 | 1,249.10 | |
| 5.6269 | 12.86 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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