V-Lab: Beam Therapeutics Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Beam Therapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:66.75% (-0.04%)

Analysis last updated: Wednesday, April 24, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	47.7859	6.00
$α$	0.0397	22.11
$β$	0.9967	1825.38
$ν$	6	6.11

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