V-Lab: Beam Therapeutics Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Beam Therapeutics Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:66.90% (+0.27%)

Analysis last updated: Thursday, May 2, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2822	5.13
$α$	0.0397	6.75
$β$	0.9481	208.70
$γ$	0.0027	0.26

Estimation Period:
Feb 6, 2020 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts