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, October 17th, 2025:15.39% (+0.51%)

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
$ω$	1.2487	7.26
$α$	0.0525	6.34
$β$	0.8933	53.36
$γ_{1}$	0.0571	0.98
$γ_{2}$	0.0153	0.16
$γ_{3}$	-0.1879	-3.26
$γ_{4}$	0.1588	3.70
$γ_{5}$	-0.0022	-0.05
$γ_{6}$	-0.1084	-2.83
$γ_{7}$	0.1006	2.79
$γ_{8}$	-0.0249	-0.67
$γ_{9}$	-0.0366	-0.73
$γ_{10}$	0.0466	0.98

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

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