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 Friday, October 17th, 2025:16.88% (+0.15%)

Analysis last updated: Friday, October 17, 2025 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0290	15.29
$β$	0.8715	115.89
$γ$	0.0569	16.07
$λ_{1}$	0.0100	2.10
$λ_{2}$	0.0147	2.33
$λ_{3}$	0.9807	116.83

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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