Swire Pacific Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.56% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6718 | 4.97 | |
| 0.1232 | 7.24 | |
| 0.7907 | 26.16 | |
| -0.8310 | -4.17 | |
| 1.1576 | 3.85 | |
| -0.7513 | -3.13 | |
| 1.0826 | 3.89 | |
| -1.1848 | -3.41 | |
| 0.9277 | 2.93 | |
| -0.5829 | -2.64 | |
| 0.2377 | 0.93 | |
| -0.2111 | -0.68 | |
| 0.2092 | 0.57 |
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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