Swire Pacific Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.38% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6882 | 5.08 | |
| 0.1233 | 7.21 | |
| 0.7905 | 26.09 | |
| -0.7923 | -3.99 | |
| 1.0937 | 3.64 | |
| -0.7032 | -2.93 | |
| 1.0395 | 3.72 | |
| -1.1493 | -3.29 | |
| 0.9024 | 2.83 | |
| -0.5688 | -2.59 | |
| 0.2365 | 0.97 | |
| -0.2293 | -0.84 | |
| 0.2703 | 1.45 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Swire Pacific Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities