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

V-Lab

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

Volatility Prediction for Friday, September 26th, 2025:17.09% (-0.48%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1817	6.83
$α$	0.0521	6.30
$β$	0.8926	52.52
$γ_{1}$	0.0463	0.80
$γ_{2}$	0.0299	0.32
$γ_{3}$	-0.1950	-3.37
$γ_{4}$	0.1650	3.83
$γ_{5}$	-0.0072	-0.18
$γ_{6}$	-0.1054	-2.75
$γ_{7}$	0.0993	2.76
$γ_{8}$	-0.0247	-0.66
$γ_{9}$	-0.0358	-0.70
$γ_{10}$	0.0456	0.95

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

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