Swire Pacific Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.13% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6857 | 4.30 | |
| 0.0828 | 64.71 | |
| 0.9961 | 1,240.49 | |
| 4.7998 | 19.15 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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