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

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V-Lab

Hutchmed (China) Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:70.14% (+12.98%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	6.82
$α$	0.2064	12.08
$β$	0.3392	5.83
$γ$	-0.0561	-1.00
$δ$	0.5000	6.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts