V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:25.66% (-2.05%)

Analysis last updated: Sunday, May 11, 2025 at 03:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0733	17.60
$β$	0.6984	53.85
$γ$	0.0758	10.92
$λ_{1}$	0.0234	1.42
$λ_{2}$	0.0499	1.76
$λ_{3}$	0.9408	26.95

Estimation Period:
Jan 1, 1990 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts