V-Lab: Beiersdorf AG GJR-GARCH Volatility Analysis

V-Lab

Beiersdorf AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:18.47% (-0.27%)

Analysis last updated: Thursday, July 31, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	16.27
$α$	0.0320	16.21
$β$	0.9457	583.39
$γ$	0.0253	6.43

Estimation Period:
Jan 1, 1990 to Jul 25, 2025

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