V-Lab: BeOne Medicines Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

BeOne Medicines Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:50.15% (-2.68%)

Analysis last updated: Wednesday, June 18, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	13.4758	3.69
$α$	0.0652	11.66
$β$	0.9589	80.03
$ν$	3.9492	3.49

Estimation Period:
Feb 3, 2016 to Jun 18, 2025