Swire Pacific Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.64% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 15.90 | |
| 0.0424 | 20.08 | |
| 0.9361 | 576.75 | |
| 0.0378 | 9.49 |
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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