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

V-Lab

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V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:17.92% (+0.53%)

Analysis last updated: Thursday, November 21, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1141	6.75
$α$	0.1009	9.20
$β$	0.7978	32.59
$γ_{1}$	0.0791	6.29
$γ_{2}$	-0.1424	-8.13
$γ_{3}$	0.0900	7.22
$γ_{4}$	-0.0318	-2.42
$γ_{5}$	0.0081	0.64
$γ_{6}$	-0.0024	-0.28

Estimation Period:
Jan 1, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts