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

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V-Lab

Hutchmed (China) Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:60.89% (+4.26%)

Analysis last updated: Sunday, May 19, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	17.7736	2.66
$α$	0.0569	5.54
$β$	0.9668	72.91
$ν$	5	1.75

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