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

V-Lab

Beiersdorf AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:17.34% (-0.71%)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0931	6.66
$α$	0.0975	9.13
$β$	0.8068	33.86
$γ_{1}$	0.0738	5.94
$γ_{2}$	-0.1350	-7.85
$γ_{3}$	0.0879	7.35
$γ_{4}$	-0.0320	-2.50
$γ_{5}$	0.0084	0.66
$γ_{6}$	-0.0031	-0.34

Estimation Period:
Jan 1, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts