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

V-Lab

Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:20.19% (-0.62%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0288	15.15
$β$	0.8716	116.94
$γ$	0.0575	16.21
$λ_{1}$	0.0100	2.11
$λ_{2}$	0.0145	2.34
$λ_{3}$	0.9808	118.51

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts