Henkel AG & Co KGaA MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
19.40%
decreased by 0.40%
1 Week
19.76%
decreased by 0.04%
1 Month
20.73%
increased by 0.93%
Analysis last updated: Friday, June 26, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0291 | 15.77 | |
| 0.8721 | 116.87 | |
| 0.0572 | 16.41 | |
| 0.0103 | 2.13 | |
| 0.0147 | 2.34 | |
| 0.9805 | 116.09 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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