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 Monday, May 6th, 2024:66.54% (-1.29%)

Analysis last updated: Friday, May 3, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	47.7094	6.00
$α$	0.0403	22.39
$β$	0.9967	1822.10
$ν$	6	5.96

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