Beiersdorf AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
25.30%
decreased by 0.76%
1 Week
25.36%
decreased by 0.70%
1 Month
25.56%
decreased by 0.50%
Analysis last updated: Saturday, May 23, 2026 at 08:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 17.90 | |
| 0.0422 | 18.59 | |
| 0.9276 | 427.87 | |
| 0.0329 | 6.39 |
Estimation Period:
Jan 1, 1990 to May 22, 2026
Jan 1, 1990 to May 22, 2026
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