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

V-Lab

Henkel AG & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:17.65% (-0.23%)

Analysis last updated: Tuesday, October 7, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0387	13.21
$α$	0.0288	14.14
$β$	0.9394	473.24
$γ$	0.0298	8.43

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts