V-Lab: Beiersdorf AG GJR-GARCH Volatility Analysis

V-Lab

Beiersdorf AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:25.81% (-0.49%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0262	16.06
$α$	0.0311	15.94
$β$	0.9466	590.51
$γ$	0.0259	6.66

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts