Swire Pacific Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.10% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0249 | 17.93 | |
| 0.1968 | 33.16 | |
| 0.9809 | 970.24 | |
| -0.0359 | -7.25 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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