Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.15% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 13.21 | |
| 0.0289 | 14.22 | |
| 0.9395 | 474.02 | |
| 0.0296 | 8.39 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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