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, November 7th, 2025:19.71% (-0.71%)

Analysis last updated: Friday, November 7, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5664	4.69
$α$	0.0434	41.28
$β$	0.9936	753.88
$ν$	4.3556	14.09

Estimation Period:
Jan 1, 1990 to Oct 31, 2025