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V-Lab

Beiersdorf AG APARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

23.57%

decreased by 0.49%

1 Week

23.81%

decreased by 0.25%

1 Month

24.70%

increased by 0.64%

Analysis last updated: Thursday, July 16, 2026 at 06:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beiersdorf AG APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 10, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 74% more than equivalent positive returns. The volatility power δ = 1.16 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0293
17.99***
α

ARCH

Response to squared shocks

0.0673
28.73***
β

GARCH

Volatility persistence

0.9327
407.47***
γ

leverage

Additional response to negative shocks

0.2354
8.52***
δ

power

Transformation power

1.1565
28.78***

Persistence:

0.987

Half-life:

55 days