Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.05%
decreased by 0.46%
1 Week
24.05%
decreased by 0.46%
1 Month
24.04%
decreased by 0.47%
Analysis last updated: Thursday, May 21, 2026 at 06:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 13.49 | |
| 0.0293 | 14.38 | |
| 0.9396 | 478.88 | |
| 0.0289 | 8.28 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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