V-Lab: Beam Therapeutics Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Beam Therapeutics Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:71.42% (-1.15%)

Analysis last updated: Friday, April 19, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2736	4.95
$α$	0.0384	6.65
$β$	0.9496	210.78
$γ$	0.0032	0.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts