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 Friday, June 20th, 2025:47.20% (-2.61%)

Analysis last updated: Wednesday, June 18, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1203	6.45
$α$	0.0990	3.28
$β$	0.6468	7.04
$γ_{1}$	1.2271	2.54
$γ_{2}$	-1.9594	-2.53
$γ_{3}$	1.1814	1.88
$γ_{4}$	-0.8578	-1.09
$γ_{5}$	1.0907	1.14
$γ_{6}$	-1.6815	-2.29
$γ_{7}$	1.6669	3.19
$γ_{8}$	-0.7951	-2.39

Estimation Period:
Feb 3, 2016 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts