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

V-Lab

BeOne Medicines Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:48.94% (+1.24%)

Analysis last updated: Friday, July 25, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0485	4.62
$β$	0.5222	6.80
$γ$	0.1321	10.25
$λ_{1}$	8.3866	0.08
$λ_{2}$	0.2908	0.07
$λ_{3}$	0.0564	0.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts