Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.96% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 13.38 | |
| 0.0294 | 14.35 | |
| 0.9394 | 474.90 | |
| 0.0289 | 8.20 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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