Hutchmed (China) Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.20% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 20.7582 | 6.06 | |
| 0.0471 | 28.38 | |
| 0.9955 | 1,449.10 | |
| 4.1726 | 16.05 |
Estimation Period:
Jul 1, 2021 to Feb 20, 2026
Jul 1, 2021 to Feb 20, 2026
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