V-Lab: Henkel AG & Co KGaA MEM Volatility Analysis

V-Lab

Henkel AG & Co KGaA MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:17.76% (-0.35%)

Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0345	6.42
$α$	0.0805	31.84
$β$	0.9046	459.86

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts