V-Lab
V-Lab
Beiersdorf AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 22nd, 2025:25.27% (-0.47%)
Analysis last updated: Thursday, May 22, 2025 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beiersdorf AG GJR-GARCH
paramt-stat
ω0.026216.04
α0.031115.84
β0.9465588.61
γ0.02626.70
Estimation Period:
Jan 1, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts