Hutchmed (China) Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:38.52% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.0704 | 3.75 | |
| 0.0487 | 21.38 | |
| 0.9898 | 403.84 | |
| 4.2078 | 7.41 |
Estimation Period:
Jul 1, 2021 to Jan 30, 2026
Jul 1, 2021 to Jan 30, 2026
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