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

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BeOne Medicines Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:53.08% (+1.64%)

Analysis last updated: Saturday, December 6, 2025 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0489	4.11
$β$	0.5123	4.61
$γ$	0.1348	6.20
$λ_{1}$	4.5402	0.14
$λ_{2}$	0.1493	0.11
$λ_{3}$	0.4938	0.13

Estimation Period:
Feb 3, 2016 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts