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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0383	13.46***
α ARCH Response to squared shocks	0.0289	14.25***
β GARCH Volatility persistence	0.9394	478.80***
γ leverage Additional response to negative shocks	0.0297	8.49***

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Henkel AG & Co KGaA GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henkel AG & Co KGaA Analyses