Swire Pacific Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.56% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5298 | 5.05 | |
| 0.0600 | 53.95 | |
| 0.9955 | 1,253.83 | |
| 5.6278 | 12.88 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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