V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:21.33% (-0.91%)

Analysis last updated: Wednesday, July 16, 2025 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0738	17.72
$β$	0.6981	54.48
$γ$	0.0755	10.91
$λ_{1}$	0.0226	1.44
$λ_{2}$	0.0482	1.79
$λ_{3}$	0.9426	28.43

Estimation Period:
Jan 1, 1990 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts