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

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:23.22% (-1.38%)

Analysis last updated: Sunday, May 11, 2025 at 03:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0943	6.66
$α$	0.0972	9.13
$β$	0.8078	34.04
$γ_{1}$	0.0744	5.96
$γ_{2}$	-0.1359	-7.86
$γ_{3}$	0.0882	7.32
$γ_{4}$	-0.0321	-2.50
$γ_{5}$	0.0088	0.69
$γ_{6}$	-0.0036	-0.39

Estimation Period:
Jan 1, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts