V-Lab: Beiersdorf AG GJR-GARCH Volatility Analysis

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V-Lab

Beiersdorf AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:20.72% (-0.17%)

Analysis last updated: Wednesday, March 5, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0256	15.86
$α$	0.0308	15.76
$β$	0.9472	591.29
$γ$	0.0256	6.54

Estimation Period:
Jan 1, 1990 to Feb 28, 2025

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Volatility Forecasts

Volatility Forecasts