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

V-Lab

| |

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.85% (-0.57%)

Analysis last updated: Saturday, April 20, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1278	6.80
$α$	0.1013	9.17
$β$	0.7970	32.15
$γ_{1}$	0.0845	6.55
$γ_{2}$	-0.1500	-8.28
$γ_{3}$	0.0923	6.97
$γ_{4}$	-0.0328	-2.39
$γ_{5}$	0.0111	0.87
$γ_{6}$	-0.0058	-0.64

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts