V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.35% (-0.70%)

Analysis last updated: Saturday, May 31, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0735	17.66
$β$	0.6995	54.57
$γ$	0.0755	10.90
$λ_{1}$	0.0227	1.44
$λ_{2}$	0.0485	1.79
$λ_{3}$	0.9424	28.29

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts