V-Lab: Beam Therapeutics Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Beam Therapeutics Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:68.00% (-2.02%)

Analysis last updated: Thursday, April 18, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0563	6.43
$α$	0.0834	11.37
$β$	0.9837	355.13
$γ$	0.0138	1.79

Estimation Period:
Feb 6, 2020 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts