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

V-Lab

BeOne Medicines Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:41.16% (+0.25%)

Analysis last updated: Friday, July 25, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2555	5.77
$α$	0.1009	3.41
$β$	0.6270	6.12
$γ_{1}$	2.3886	2.52
$γ_{2}$	-3.5966	-2.35
$γ_{3}$	1.8064	1.55
$γ_{4}$	-0.8591	-0.82
$γ_{5}$	0.0250	0.04
$γ_{6}$	1.3807	1.55
$γ_{7}$	-2.8364	-3.10
$γ_{8}$	2.6416	3.45
$γ_{9}$	-1.1513	-1.63
$γ_{10}$	0.2795	0.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts