Swire Pacific Ltd MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.30% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 6.39 | |
| 0.1548 | 37.51 | |
| 0.8413 | 267.33 |
Estimation Period:
Jan 2, 2007 to Feb 16, 2026
Jan 2, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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