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

V-Lab

Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:19.74% (-0.23%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0291	15.12
$β$	0.8741	142.87
$γ$	0.0566	16.35
$λ_{1}$	0.0150	2.16
$λ_{2}$	0.0211	2.47
$λ_{3}$	0.9720	84.14

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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