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

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:20.73% (-0.16%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0970	6.70
$α$	0.1045	9.03
$β$	0.7893	30.11
$γ_{1}$	0.0721	5.98
$γ_{2}$	-0.1324	-7.96
$γ_{3}$	0.0874	7.65
$γ_{4}$	-0.0333	-2.70
$γ_{5}$	0.0113	0.87
$γ_{6}$	-0.0064	-0.66

Estimation Period:
Jan 1, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts