V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:24.15% (-1.27%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0734	17.62
$β$	0.6980	53.97
$γ$	0.0754	10.90
$λ_{1}$	0.0230	1.42
$λ_{2}$	0.0492	1.77
$λ_{3}$	0.9416	27.52

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts