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

V-Lab

BeOne Medicines Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:47.16% (-1.02%)

Analysis last updated: Friday, August 22, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6944	8.59
$α$	0.0607	5.76
$β$	0.7743	46.01
$γ$	0.0590	3.01

Estimation Period:
Feb 3, 2016 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts