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 Thursday, April 17th, 2025:27.51% (-0.52%)

Analysis last updated: Thursday, April 17, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3857	4.22
$α$	0.0445	31.24
$β$	0.9930	577.66
$ν$	5.4856	7.01

Estimation Period:
Jan 2, 1990 to Apr 11, 2025