V-Lab: Henkel AG & Co KGaA GJR-GARCH Volatility Analysis

V-Lab

Henkel AG & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:18.25% (-0.24%)

Analysis last updated: Wednesday, June 25, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0390	13.20
$α$	0.0290	14.17
$β$	0.9392	468.67
$γ$	0.0295	8.35

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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