V-Lab: Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

V-Lab

Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:21.03% (-0.21%)

Analysis last updated: Sunday, May 11, 2025 at 03:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0290	14.97
$β$	0.8674	104.69
$γ$	0.0579	15.83
$λ_{1}$	0.0114	1.86
$λ_{2}$	0.0162	2.03
$λ_{3}$	0.9786	91.43

Estimation Period:
Jan 2, 1990 to May 9, 2025

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