V-Lab: BeOne Medicines Ltd GJR-GARCH Volatility Analysis

V-Lab

BeOne Medicines Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:47.26% (+0.18%)

Analysis last updated: Friday, July 25, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7429	8.61
$α$	0.0622	5.84
$β$	0.7699	44.91
$γ$	0.0584	2.94

Estimation Period:
Feb 3, 2016 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts