V-Lab: BeOne Medicines Ltd MF2-GARCH Volatility Analysis

V-Lab

BeOne Medicines Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:46.52% (-0.64%)

Analysis last updated: Friday, August 22, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0425	3.42
$β$	0.5018	4.54
$γ$	0.1452	6.12
$λ_{1}$	4.6062	0.14
$λ_{2}$	0.1613	0.11
$λ_{3}$	0.4797	0.12

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts