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V-Lab

Beam Therapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 27th, 2026

1 Day

75.92%

decreased by 0.92%

1 Week

76.17%

decreased by 0.67%

1 Month

77.09%

increased by 0.25%

Analysis last updated: Wednesday, August 26, 2026 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Beam Therapeutics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 6, 2020 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 49 trading days, meaning a shock loses half its impact after approximately 49 days. Returns follow a Student-t distribution with v = 5.18 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

28.3849
2.96***
α

ARCH

Response to squared shocks

0.0393
10.50***
β

GARCH

Volatility persistence

0.9860
186.31***
ν

DF

Student-t tail thickness

5.1847
2.34**

Persistence:

0.986

Half-life:

49 days