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

V-Lab

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V-Lab

Hutchmed (China) Ltd GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:54.29% (+0.35%)

Analysis last updated: Friday, May 3, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	10.04
$α$	0.1846	10.37
$β$	0.5184	15.49

Estimation Period:
Jul 1, 2021 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts