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 Tuesday, November 12th, 2024:20.48% (-1.26%)

Analysis last updated: Tuesday, November 12, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1136	6.74
$α$	0.1007	9.21
$β$	0.7987	32.78
$γ_{1}$	0.0791	6.28
$γ_{2}$	-0.1424	-8.12
$γ_{3}$	0.0900	7.21
$γ_{4}$	-0.0319	-2.43
$γ_{5}$	0.0083	0.66
$γ_{6}$	-0.0027	-0.31

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts