Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.70% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8909 | 7.67 | |
| 0.0878 | 8.61 | |
| 0.8669 | 62.08 | |
| -0.0700 | -1.10 | |
| 0.1356 | 1.36 | |
| -0.1173 | -1.79 | |
| 0.0041 | 0.07 | |
| 0.1685 | 3.29 | |
| -0.2429 | -5.56 | |
| 0.1709 | 4.02 | |
| 0.0400 | 0.80 | |
| -0.1988 | -3.15 | |
| 0.1420 | 2.89 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Swire Pacific Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities