V-Lab: BeiGene Ltd Asy. Power MEM Volatility Analysis

V-Lab

BeiGene Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:38.98% (-1.50%)

Analysis last updated: Tuesday, May 20, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4961	6.74
$α$	0.2685	38.43
$β$	0.6046	57.91
$γ$	0.0600	6.29
$δ$	0.9821	8.30

Estimation Period:
Feb 3, 2016 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts