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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:20.13% (+0.27%)

Analysis last updated: Saturday, August 30, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5761	4.68
$α$	0.0437	41.40
$β$	0.9936	746.48
$ν$	4.3370	14.24

Estimation Period:
Jan 1, 1990 to Aug 29, 2025