Hutchmed China Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.71% (+3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4999 | 19.62 | |
| 0.1318 | 17.59 | |
| 0.8005 | 134.65 | |
| 0.0663 | 4.50 |
Estimation Period:
May 18, 2006 to Feb 6, 2026
May 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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