V-Lab: Henkel AG & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

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Henkel AG & Co KGaA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:14.36% (+0.05%)

Analysis last updated: Friday, November 7, 2025 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2521	7.24
$α$	0.0526	6.33
$β$	0.8935	53.59
$γ_{1}$	0.0578	1.00
$γ_{2}$	0.0136	0.15
$γ_{3}$	-0.1867	-3.24
$γ_{4}$	0.1600	3.73
$γ_{5}$	-0.0057	-0.14
$γ_{6}$	-0.1049	-2.73
$γ_{7}$	0.0990	2.73
$γ_{8}$	-0.0247	-0.67
$γ_{9}$	-0.0374	-0.75
$γ_{10}$	0.0484	1.03

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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