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, December 1st, 2025:17.27% (-0.40%)

Analysis last updated: Sunday, November 30, 2025 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0292	15.46
$β$	0.8715	114.60
$γ$	0.0565	15.99
$λ_{1}$	0.0100	2.08
$λ_{2}$	0.0150	2.30
$λ_{3}$	0.9803	113.30

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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