V-Lab: Henkel AG & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Henkel AG & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.53% (-0.27%)

Analysis last updated: Saturday, April 20, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1925	7.28
$α$	0.0500	6.29
$β$	0.9012	58.49
$γ_{1}$	0.0310	0.45
$γ_{2}$	0.0690	0.63
$γ_{3}$	-0.2262	-3.37
$γ_{4}$	0.1510	3.15
$γ_{5}$	0.0441	1.02
$γ_{6}$	-0.1466	-3.42
$γ_{7}$	0.1005	2.24
$γ_{8}$	0.0025	0.04
$γ_{9}$	-0.0690	-1.12
$γ_{10}$	0.0705	1.62

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts