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V-Lab

Swire Pacific Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.74% (-1.15%)
Analysis last updated: Saturday, February 7, 2026 at 11:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swire Pacific Ltd SGARCH
paramt-stat
ω0.89606.39
α0.08638.56
β0.872365.53
γ1-0.0454-1.46
γ20.09281.84
γ3-0.1356-3.85
γ40.18576.38
γ5-0.1923-6.61
γ60.18365.13
γ7-0.1003-2.55
γ8-0.0891-1.85
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts