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

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Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:16.75% (+0.41%)

Analysis last updated: Sunday, November 9, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0292	15.46
$β$	0.8714	115.16
$γ$	0.0567	16.02
$λ_{1}$	0.0100	2.09
$λ_{2}$	0.0148	2.31
$λ_{3}$	0.9804	114.79

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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