V-Lab: BeiGene Ltd Spline-GARCH Volatility Analysis

V-Lab

BeiGene Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:48.88% (-0.65%)

Analysis last updated: Tuesday, May 20, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1329	6.51
$α$	0.1011	3.36
$β$	0.6319	6.69
$γ_{1}$	1.3105	2.64
$γ_{2}$	-2.0956	-2.62
$γ_{3}$	1.2892	1.94
$γ_{4}$	-0.9888	-1.16
$γ_{5}$	1.2722	1.27
$γ_{6}$	-1.8795	-2.45
$γ_{7}$	1.7986	3.14
$γ_{8}$	-0.7785	-1.12

Estimation Period:
Feb 3, 2016 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts