V-Lab: Beiersdorf AG Asy. Power MEM Volatility Analysis

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V-Lab

Beiersdorf AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:22.63% (-0.94%)

Analysis last updated: Saturday, November 9, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0436	21.15
$α$	0.1244	31.30
$β$	0.8651	220.02
$γ$	0.0311	3.68
$δ$	1.7786	38.35

Estimation Period:
Jul 27, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts