V-Lab: Swire Pacific Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Swire Pacific Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.05% (-0.33%)

Analysis last updated: Tuesday, May 7, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.6951	5.15
$α$	0.0623	55.01
$β$	0.9956	1310.04
$ν$	6	12.66

Estimation Period:
Jan 1, 1990 to May 3, 2024