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 Tuesday, November 12th, 2024:19.96% (-0.69%)

Analysis last updated: Tuesday, November 12, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0244	13.28
$β$	0.8731	106.60
$γ$	0.0626	16.68
$λ_{1}$	0.0099	1.80
$λ_{2}$	0.0183	2.03
$λ_{3}$	0.9771	84.07

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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