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

Skip to main content

V-Lab

BeOne Medicines Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:49.30% (-0.12%)

Analysis last updated: Tuesday, November 11, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0460	3.81
$β$	0.5062	4.63
$γ$	0.1398	6.18
$λ_{1}$	4.6324	0.14
$λ_{2}$	0.1616	0.11
$λ_{3}$	0.4749	0.12

Estimation Period:
Feb 3, 2016 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts