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 Friday, September 26th, 2025:17.17% (-0.54%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3281	4.24
$α$	0.0439	31.62
$β$	0.9930	580.38
$ν$	5.4684	7.02

Estimation Period:
Jan 2, 1990 to Sep 19, 2025