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

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Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:17.39% (-0.65%)

Analysis last updated: Friday, November 7, 2025 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1028	6.74
$α$	0.1047	9.05
$β$	0.7895	30.24
$γ_{1}$	0.0717	5.99
$γ_{2}$	-0.1317	-7.96
$γ_{3}$	0.0870	7.69
$γ_{4}$	-0.0331	-2.70
$γ_{5}$	0.0108	0.84
$γ_{6}$	-0.0059	-0.61

Estimation Period:
Jan 1, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts