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

V-Lab

Henkel AG & Co KGaA GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:35.81% (+3.52%)

Analysis last updated: Tuesday, April 8, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0352	12.90
$α$	0.0264	13.51
$β$	0.9439	491.89
$γ$	0.0291	8.78

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

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