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 Thursday, November 13th, 2025:17.20% (-0.57%)

Analysis last updated: Thursday, November 13, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0899	6.68
$α$	0.1041	9.01
$β$	0.7899	30.17
$γ_{1}$	0.0706	5.88
$γ_{2}$	-0.1303	-7.87
$γ_{3}$	0.0866	7.68
$γ_{4}$	-0.0329	-2.69
$γ_{5}$	0.0106	0.82
$γ_{6}$	-0.0056	-0.58

Estimation Period:
Jan 1, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts