V-Lab: Beiersdorf AG EGARCH Volatility Analysis

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V-Lab

Beiersdorf AG EGARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:22.67% (-0.47%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0159	14.54
$α$	0.1022	29.55
$β$	0.9906	1589.97
$γ$	-0.0269	-7.82

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts