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

V-Lab

Beiersdorf AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:22.05% (-0.85%)

Analysis last updated: Saturday, August 9, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5861	4.67
$α$	0.0438	41.28
$β$	0.9936	744.24
$ν$	4.3372	14.24

Estimation Period:
Jan 1, 1990 to Aug 8, 2025