V-Lab
Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:18.85% (-0.15%)
Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 15.22 | |
| 0.0238 | 12.82 | |
| 0.9485 | 588.40 | |
| 0.0300 | 9.99 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024
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