V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:24.18% (-0.06%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0754	17.78
$β$	0.6833	52.17
$γ$	0.0809	11.32
$λ_{1}$	0.0220	1.40
$λ_{2}$	0.0470	1.77
$λ_{3}$	0.9442	28.92

Estimation Period:
Jan 1, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts