V-Lab: Beiersdorf AG GAS-GARCH Student T Volatility Analysis

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Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:20.72% (+0.23%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5701	4.68
$α$	0.0435	41.30
$β$	0.9936	749.88
$ν$	4.3462	14.15

Estimation Period:
Jan 1, 1990 to Oct 10, 2025