Swire Pacific Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.74% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8960 | 6.39 | |
| 0.0863 | 8.56 | |
| 0.8723 | 65.53 | |
| -0.0454 | -1.46 | |
| 0.0928 | 1.84 | |
| -0.1356 | -3.85 | |
| 0.1857 | 6.38 | |
| -0.1923 | -6.61 | |
| 0.1836 | 5.13 | |
| -0.1003 | -2.55 | |
| -0.0891 | -1.85 |
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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