Swire Pacific Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.45% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0556 | 18.24 | |
| 0.8456 | 133.22 | |
| 0.0676 | 15.30 | |
| 0.0070 | 4.84 | |
| 0.0285 | 5.42 | |
| 0.9700 | 168.73 |
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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