V-Lab: Henkel AG & Co KGaA GAS-GARCH Student T Volatility Analysis

V-Lab

Henkel AG & Co KGaA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:16.66% (-0.48%)

Analysis last updated: Saturday, August 30, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3322	4.24
$α$	0.0440	31.56
$β$	0.9930	578.00
$ν$	5.4643	7.03

Estimation Period:
Jan 2, 1990 to Aug 29, 2025