Swire Properties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 10.30 | |
| 0.0208 | 7.57 | |
| 0.9505 | 321.00 | |
| 0.0198 | 3.82 |
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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