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V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

23.25%

decreased by 0.27%

1 Week

23.09%

decreased by 0.43%

1 Month

22.76%

decreased by 0.76%

Analysis last updated: Tuesday, July 14, 2026 at 06:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Beiersdorf AG S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0995
6.46***
α

ARCH

Response to squared shocks

0.1212
7.17***
β

GARCH

Volatility persistence

0.7669
27.18***
γi Spline Coefficients
K=6
γ10.0665
5.59***
γ2-0.1240
-7.59***
γ30.0848
7.80***
γ4-0.0343
-2.88***
γ50.0140
1.06
γ6-0.0100
-0.97

Persistence:

0.888

Half-life:

6 days