V-Lab

Henkel AG & Co KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:16.00% (-0.33%)
Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Henkel AG & Co KGaA S0GARCH
paramt-stat
ω1.24577.34
α0.05406.44
β0.888850.62
γ10.05350.90
γ20.02710.29
γ3-0.2038-3.52
γ40.16853.95
γ5-0.0022-0.06
γ6-0.1112-2.92
γ70.09912.77
γ8-0.0194-0.50
γ9-0.0408-0.76
γ100.04760.97
Estimation Period:
Jan 2, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts