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V-Lab

Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.38% (-1.85%)
Analysis last updated: Friday, February 13, 2026 at 09:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swire Pacific Ltd S0GARCH
paramt-stat
ω0.68825.08
α0.12337.21
β0.790526.09
γ1-0.7923-3.99
γ21.09373.64
γ3-0.7032-2.93
γ41.03953.72
γ5-1.1493-3.29
γ60.90242.83
γ7-0.5688-2.59
γ80.23650.97
γ9-0.2293-0.84
γ100.27031.45
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts