V-Lab: Hutchmed (China) Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Hutchmed (China) Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:53.36% (-6.05%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0942	4.93
$α$	0.2540	22.29
$β$	0.7105	53.78
$γ$	-0.0500	-3.25
$δ$	0.5153	2.81

Estimation Period:
Jul 1, 2021 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts