V-Lab: Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:32.78% (-0.67%)

Analysis last updated: Wednesday, April 16, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0960	6.65
$α$	0.0969	9.10
$β$	0.8092	34.01
$γ_{1}$	0.0749	5.97
$γ_{2}$	-0.1367	-7.85
$γ_{3}$	0.0885	7.26
$γ_{4}$	-0.0320	-2.47
$γ_{5}$	0.0086	0.67
$γ_{6}$	-0.0033	-0.37

Estimation Period:
Jan 1, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts