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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.25% (-0.81%)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5794	4.71
$α$	0.0441	41.33
$β$	0.9936	752.13
$ν$	4.3706	14.13

Estimation Period:
Jan 1, 1990 to May 30, 2025