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 Friday, October 17th, 2025:19.13% (0.00%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0975	6.70
$α$	0.1046	9.04
$β$	0.7896	30.22
$γ_{1}$	0.0716	5.95
$γ_{2}$	-0.1317	-7.93
$γ_{3}$	0.0871	7.67
$γ_{4}$	-0.0331	-2.70
$γ_{5}$	0.0110	0.85
$γ_{6}$	-0.0060	-0.62

Estimation Period:
Jan 1, 1990 to Oct 10, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts