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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.09% (-0.42%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5915	4.73
$α$	0.0438	41.76
$β$	0.9937	769.09
$ν$	4.3730	14.28

Estimation Period:
Jan 1, 1990 to Jun 20, 2025