V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

V-Lab

Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:21.86% (+0.67%)

Analysis last updated: Saturday, August 30, 2025 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0754	17.77
$β$	0.6824	51.91
$γ$	0.0813	11.34
$λ_{1}$	0.0221	1.40
$λ_{2}$	0.0473	1.77
$λ_{3}$	0.9439	28.67

Estimation Period:
Jan 1, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts