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

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V-Lab

Hutchmed (China) Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:60.34% (+7.66%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2365	4.40
$α$	0.1936	3.02
$β$	0.0000	0.00
$γ_{1}$	8.2912	2.82
$γ_{2}$	-12.4429	-2.81
$γ_{3}$	4.3011	1.39
$γ_{4}$	0.7880	0.29
$γ_{5}$	-1.3240	-0.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts