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V-Lab

Beiersdorf AG EGARCH Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

26.33%

decreased by 0.70%

1 Week

26.51%

decreased by 0.52%

1 Month

27.20%

increased by 0.17%

Analysis last updated: Friday, August 7, 2026 at 06:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beiersdorf AG EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 31, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 62% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0174
13.80***
α

ARCH

Response to squared shocks

0.1068
27.73***
β

GARCH

Volatility persistence

0.9896
1,466.00***
γ

leverage

Additional response to negative shocks

-0.0252
-7.82***

Persistence:

0.990

Half-life:

66 days