V-Lab
Henkel AG & Co KGaA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:20.08% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3578 | 4.24 | |
| 0.0441 | 31.43 | |
| 0.9930 | 576.98 | |
| 5.4737 | 7.00 |
Estimation Period:
Jan 2, 1990 to May 9, 2025
Jan 2, 1990 to May 9, 2025
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