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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:23.08% (+0.24%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5833	4.68
$α$	0.0437	41.34
$β$	0.9936	748.74
$ν$	4.3427	14.20

Estimation Period:
Jan 1, 1990 to Sep 19, 2025