V-Lab: Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.47% (-0.23%)

Analysis last updated: Tuesday, May 7, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1269	6.79
$α$	0.1013	9.17
$β$	0.7974	32.27
$γ_{1}$	0.0840	6.53
$γ_{2}$	-0.1494	-8.26
$γ_{3}$	0.0921	6.99
$γ_{4}$	-0.0326	-2.39
$γ_{5}$	0.0107	0.84
$γ_{6}$	-0.0053	-0.59

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts