Beiersdorf AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
26.93%
decreased by 0.01%
1 Week
26.94%
increased by 0.00%
1 Month
26.99%
increased by 0.05%
Analysis last updated: Thursday, May 21, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 17.66 | |
| 0.0414 | 18.46 | |
| 0.9290 | 429.48 | |
| 0.0325 | 6.38 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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