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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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