V-Lab: BeiGene Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

BeiGene Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:48.92% (+0.03%)

Analysis last updated: Thursday, May 9, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0367	2.81
$β$	0.4797	4.74
$γ$	0.1780	7.40
$λ_{1}$	5.2512	0.14
$λ_{2}$	0.1802	0.11
$λ_{3}$	0.4406	0.10

Estimation Period:
Feb 3, 2016 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts