V-Lab
Beam Therapeutics Inc Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
55.18%
increased by 1.49%
1 Week
57.38%
increased by 3.69%
1 Month
63.82%
increased by 10.13%
Analysis last updated: Wednesday, August 19, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 6, 2020 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9568 | 14.08*** |
α ARCH Response to squared shocks | 0.1444 | 16.26*** |
β GARCH Volatility persistence | 0.8230 | 117.01*** |
γ leverage Additional response to negative shocks | -0.0087 | -0.51 |
Persistence:
0.963
Half-life:
18 days
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