Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
27.31%
increased by 0.86%
1 Week
27.21%
increased by 0.76%
1 Month
26.84%
increased by 0.39%
Analysis last updated: Tuesday, May 12, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 13.48 | |
| 0.0293 | 14.36 | |
| 0.9395 | 478.60 | |
| 0.0290 | 8.27 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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