Swire Properties Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.67% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5216 | 5.36 | |
| 0.0357 | 10.77 | |
| 0.9827 | 263.82 | |
| 5.8168 | 2.58 |
Estimation Period:
Jan 18, 2012 to Feb 6, 2026
Jan 18, 2012 to Feb 6, 2026
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