V-Lab: Beam Therapeutics Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Beam Therapeutics Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:67.00% (-2.28%)

Analysis last updated: Monday, May 6, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6068	11.62
$α$	0.1593	17.75
$β$	0.8236	127.84
$γ$	-0.0044	-0.25

Estimation Period:
Feb 6, 2020 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts