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

V-Lab

Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:20.78% (-0.28%)

Analysis last updated: Saturday, May 31, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0292	15.07
$β$	0.8675	107.33
$γ$	0.0581	15.90
$λ_{1}$	0.0109	1.93
$λ_{2}$	0.0157	2.12
$λ_{3}$	0.9793	99.01

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts