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

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V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:16.78% (+0.52%)

Analysis last updated: Wednesday, April 17, 2024 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6144	4.75
$α$	0.0445	42.50
$β$	0.9937	767.31
$ν$	4	14.77

Estimation Period:
Jan 1, 1990 to Apr 12, 2024