V-Lab: Beiersdorf AG MF2-GARCH Volatility Analysis

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Beiersdorf AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:19.03% (-0.61%)

Analysis last updated: Sunday, November 30, 2025 at 01:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0747	17.70
$β$	0.6836	52.34
$γ$	0.0821	11.51
$λ_{1}$	0.0221	1.40
$λ_{2}$	0.0469	1.77
$λ_{3}$	0.9441	28.88

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

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