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 Monday, December 1st, 2025:20.74% (-0.65%)

Analysis last updated: Sunday, November 30, 2025 at 01:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5600	4.71
$α$	0.0433	41.27
$β$	0.9936	757.33
$ν$	4.3663	14.04

Estimation Period:
Jan 1, 1990 to Nov 28, 2025