V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:31.36% (-1.94%)

Analysis last updated: Wednesday, April 16, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0718	17.50
$β$	0.7059	55.91
$γ$	0.0768	11.17
$λ_{1}$	0.0227	1.46
$λ_{2}$	0.0485	1.81
$λ_{3}$	0.9425	28.71

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts