V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:44.75% (-7.38%)

Analysis last updated: Saturday, August 9, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0745	17.62
$β$	0.6884	52.21
$γ$	0.0815	11.43
$λ_{1}$	0.0220	1.42
$λ_{2}$	0.0471	1.79
$λ_{3}$	0.9442	29.20

Estimation Period:
Jan 1, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts