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V-Lab

Swire Pacific Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.56% (-1.67%)
Analysis last updated: Saturday, February 7, 2026 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swire Pacific Ltd SGARCH
paramt-stat
ω0.67184.97
α0.12327.24
β0.790726.16
γ1-0.8310-4.17
γ21.15763.85
γ3-0.7513-3.13
γ41.08263.89
γ5-1.1848-3.41
γ60.92772.93
γ7-0.5829-2.64
γ80.23770.93
γ9-0.2111-0.68
γ100.20920.57
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts