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 Monday, December 1st, 2025:18.40% (-0.78%)

Analysis last updated: Sunday, November 30, 2025 at 01:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0882	6.67
$α$	0.1039	9.01
$β$	0.7903	30.24
$γ_{1}$	0.0702	5.85
$γ_{2}$	-0.1297	-7.85
$γ_{3}$	0.0863	7.69
$γ_{4}$	-0.0328	-2.69
$γ_{5}$	0.0105	0.81
$γ_{6}$	-0.0055	-0.57

Estimation Period:
Jan 1, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts