Swire Pacific Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.80% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 16.12 | |
| 0.0650 | 14.22 | |
| 0.9111 | 321.03 | |
| 0.0479 | 6.76 |
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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