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

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:21.53% (-1.00%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0930	6.66
$α$	0.0970	9.16
$β$	0.8081	34.25
$γ_{1}$	0.0735	5.92
$γ_{2}$	-0.1346	-7.83
$γ_{3}$	0.0879	7.36
$γ_{4}$	-0.0323	-2.53
$γ_{5}$	0.0091	0.70
$γ_{6}$	-0.0039	-0.42

Estimation Period:
Jan 1, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts