Hutchmed (China) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.67% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6036 | 7.79 | |
| 0.1020 | 6.35 | |
| 0.8796 | 97.84 | |
| -0.0434 | -2.26 |
Estimation Period:
Jul 1, 2021 to Feb 16, 2026
Jul 1, 2021 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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