V-Lab: BeOne Medicines Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

BeOne Medicines Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:49.39% (+2.55%)

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
$ω$	1.2045	6.03
$α$	0.1079	3.81
$β$	0.6450	7.32
$γ_{1}$	1.7569	2.62
$γ_{2}$	-2.8272	-2.54
$γ_{3}$	1.8554	1.85
$γ_{4}$	-1.6392	-1.30
$γ_{5}$	2.0217	1.63
$γ_{6}$	-2.3310	-2.85
$γ_{7}$	1.6042	2.89
$γ_{8}$	-0.4381	-0.87
$γ_{9}$	0.0287	0.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts