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

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V-Lab

Hutchmed (China) Ltd GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:56.38% (-0.98%)

Analysis last updated: Tuesday, April 30, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	10.03
$α$	0.1836	10.35
$β$	0.5200	15.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts