Hutchmed (China) Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.52% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.3590 | 5.21 | |
| 0.0472 | 27.30 | |
| 0.9942 | 1,066.75 | |
| 4.1888 | 13.12 |
Estimation Period:
Jul 1, 2021 to Feb 13, 2026
Jul 1, 2021 to Feb 13, 2026
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