V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

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Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:20.94% (-0.69%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0750	17.73
$β$	0.6836	52.40
$γ$	0.0815	11.43
$λ_{1}$	0.0219	1.40
$λ_{2}$	0.0466	1.78
$λ_{3}$	0.9445	29.18

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

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Volatility Forecasts