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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.78% (-0.62%)

Analysis last updated: Sunday, May 11, 2025 at 03:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5975	4.74
$α$	0.0439	41.80
$β$	0.9937	769.68
$ν$	4.3691	14.35

Estimation Period:
Jan 1, 1990 to May 9, 2025