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

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:18.89% (+0.06%)

Analysis last updated: Saturday, August 30, 2025 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1026	6.73
$α$	0.1046	9.03
$β$	0.7899	30.23
$γ_{1}$	0.0728	6.03
$γ_{2}$	-0.1333	-7.99
$γ_{3}$	0.0877	7.63
$γ_{4}$	-0.0333	-2.69
$γ_{5}$	0.0112	0.87
$γ_{6}$	-0.0063	-0.65

Estimation Period:
Jan 1, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts