V-Lab: Beiersdorf AG GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.61% (-0.22%)

Analysis last updated: Saturday, May 18, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6025	4.77
$α$	0.0443	42.75
$β$	0.9937	781.24
$ν$	4	14.78

Estimation Period:
Jan 1, 1990 to May 17, 2024