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 Monday, December 8th, 2025:42.68% (+0.99%)

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
$ω$	1.1943	6.12
$α$	0.1097	3.86
$β$	0.6333	7.05
$γ_{1}$	1.6730	2.62
$γ_{2}$	-2.6939	-2.55
$γ_{3}$	1.7640	1.86
$γ_{4}$	-1.5543	-1.29
$γ_{5}$	1.9633	1.61
$γ_{6}$	-2.3770	-2.90
$γ_{7}$	1.7756	3.23
$γ_{8}$	-0.6123	-1.28
$γ_{9}$	0.1040	0.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts