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

V-Lab

Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:18.18% (-0.34%)

Analysis last updated: Saturday, August 30, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0289	15.19
$β$	0.8712	117.13
$γ$	0.0575	16.21
$λ_{1}$	0.0100	2.12
$λ_{2}$	0.0144	2.35
$λ_{3}$	0.9809	119.80

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts