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 Wednesday, April 24th, 2024:64.79% (-0.40%)

Analysis last updated: Tuesday, April 23, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0573	6.55
$α$	0.0850	11.47
$β$	0.9834	354.62
$γ$	0.0152	1.96

Estimation Period:
Feb 6, 2020 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts