V-Lab: Hutchmed (China) Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hutchmed (China) Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:64.91% (+11.72%)

Analysis last updated: Wednesday, April 17, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0117	4.27
$α$	0.2190	3.24
$β$	0.0000	0.00
$γ_{1}$	4.1164	2.30
$γ_{2}$	-7.4061	-3.07
$γ_{3}$	4.6013	3.38
$γ_{4}$	-1.3446	-1.43

Estimation Period:
Jul 1, 2021 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts