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

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V-Lab

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

Volatility Prediction for Tuesday, January 7th, 2025:14.25% (-0.29%)

Analysis last updated: Tuesday, January 7, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2138	7.27
$α$	0.0495	6.40
$β$	0.9013	59.12
$γ_{1}$	0.0415	0.65
$γ_{2}$	0.0471	0.46
$γ_{3}$	-0.2131	-3.41
$γ_{4}$	0.1620	3.56
$γ_{5}$	0.0153	0.37
$γ_{6}$	-0.1245	-3.10
$γ_{7}$	0.0967	2.53
$γ_{8}$	-0.0006	-0.01
$γ_{9}$	-0.0730	-1.41
$γ_{10}$	0.0783	1.96

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts