V-Lab
Henkel AG & Co KGaA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:20.14% (-0.31%)
Analysis last updated: Tuesday, November 12, 2024 at 08:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 15.21 | |
| 0.0239 | 12.80 | |
| 0.9482 | 586.03 | |
| 0.0303 | 10.05 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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