Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
20.33%
decreased by 0.38%
1 Week
20.46%
decreased by 0.25%
1 Month
20.92%
increased by 0.21%
Analysis last updated: Friday, June 26, 2026 at 07:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 13.48 | |
| 0.0291 | 14.31 | |
| 0.9394 | 478.31 | |
| 0.0294 | 8.41 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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