V-Lab: Beiersdorf AG GJR-GARCH Volatility Analysis

V-Lab

Beiersdorf AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:31.40% (-0.40%)

Analysis last updated: Saturday, August 23, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0242	15.53
$α$	0.0288	15.51
$β$	0.9503	608.77
$γ$	0.0245	6.60

Estimation Period:
Jan 1, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts