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

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V-Lab

Henkel AG & Co KGaA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:17.42% (-0.21%)

Analysis last updated: Thursday, November 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0245	13.34
$β$	0.8732	106.22
$γ$	0.0621	16.59
$λ_{1}$	0.0098	1.79
$λ_{2}$	0.0183	2.03
$λ_{3}$	0.9771	83.90

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

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