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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5898	4.69***
α ARCH Response to squared shocks	0.0424	41.89***
β GARCH Volatility persistence	0.9938	783.17***
ν DF Student-t tail thickness	4.3435	14.36***

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Beiersdorf AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Beiersdorf AG Analyses