V-Lab: Beiersdorf AG EGARCH Volatility Analysis

V-Lab

Beiersdorf AG EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:22.94% (-0.55%)

Analysis last updated: Thursday, June 12, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0159	14.65
$α$	0.1018	29.77
$β$	0.9905	1,592.47
$γ$	-0.0267	-7.89

Estimation Period:
Jan 1, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts