Swire Properties Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.03% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2684 | 21.04 | |
| 0.0798 | 24.86 | |
| 0.8106 | 133.54 | |
| 0.0433 | 0.71 |
Estimation Period:
Jan 18, 2012 to Feb 6, 2026
Jan 18, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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