V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

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V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:16.59% (+0.29%)

Analysis last updated: Tuesday, April 30, 2024 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0770	18.33
$β$	0.6921	56.34
$γ$	0.0766	10.67
$λ_{1}$	0.0224	1.44
$λ_{2}$	0.0482	1.82
$λ_{3}$	0.9427	28.97

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts