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, January 7th, 2025:15.00% (-0.11%)

Analysis last updated: Tuesday, January 7, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1230	6.81
$α$	0.1028	9.25
$β$	0.7933	31.81
$γ_{1}$	0.0787	6.35
$γ_{2}$	-0.1416	-8.20
$γ_{3}$	0.0895	7.32
$γ_{4}$	-0.0314	-2.43
$γ_{5}$	0.0069	0.55
$γ_{6}$	-0.0012	-0.13

Estimation Period:
Jan 1, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts