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

V-Lab

Henkel AG & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:28.93% (-0.65%)

Analysis last updated: Tuesday, April 29, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0354	12.93
$α$	0.0265	13.54
$β$	0.9438	490.26
$γ$	0.0290	8.77

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

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