V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

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Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:21.94% (-0.13%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0752	17.76
$β$	0.6831	52.15
$γ$	0.0812	11.37
$λ_{1}$	0.0219	1.40
$λ_{2}$	0.0469	1.77
$λ_{3}$	0.9443	28.96

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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