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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:19.96% (-0.68%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5729	4.72
$α$	0.0439	41.41
$β$	0.9936	755.58
$ν$	4.3757	14.10

Estimation Period:
Jan 1, 1990 to Jul 11, 2025