V-Lab: Hutchmed (China) Ltd EGARCH Volatility Analysis

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V-Lab

Hutchmed (China) Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:51.67% (-4.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4201	19.30
$α$	0.5463	21.72
$β$	0.1300	3.01
$γ$	0.1051	4.27

Estimation Period:
Jul 1, 2021 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts