V-Lab
V-Lab
Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:17.87% (-0.21%)
Analysis last updated: Saturday, September 13, 2025 at 11:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Henkel AG & Co KGaA GJR-GARCH
paramt-stat
ω0.039213.23
α0.028914.14
β0.9389470.41
γ0.03028.49
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts