V-Lab: Beiersdorf AG GJR-GARCH Volatility Analysis

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V-Lab

Beiersdorf AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.21% (-0.28%)

Analysis last updated: Saturday, April 20, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0273	15.83
$α$	0.0315	15.50
$β$	0.9453	572.92
$γ$	0.0271	6.63

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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