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

V-Lab

| |

V-Lab

Hutchmed (China) Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:58.41% (+4.01%)

Analysis last updated: Sunday, May 19, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0930	4.92
$α$	0.2466	22.10
$β$	0.7199	55.73
$γ$	-0.0488	-3.21
$δ$	0.5393	2.93

Estimation Period:
Jul 1, 2021 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts