V-Lab: Hutchmed (China) Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hutchmed (China) Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:48.93% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2754	2.61
$β$	0.0000	0.00
$γ$	-0.2754	-2.65
$λ_{1}$	0.1322	0.16
$λ_{2}$	0.0129	0.60
$λ_{3}$	0.9747	12.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts