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 Monday, May 12th, 2025:17.81% (-0.17%)

Analysis last updated: Sunday, May 11, 2025 at 03:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2295	7.27
$α$	0.0528	6.42
$β$	0.8924	52.51
$γ_{1}$	0.0494	0.82
$γ_{2}$	0.0325	0.34
$γ_{3}$	-0.2045	-3.45
$γ_{4}$	0.1657	3.80
$γ_{5}$	0.0023	0.06
$γ_{6}$	-0.1150	-2.97
$γ_{7}$	0.1008	2.76
$γ_{8}$	-0.0197	-0.48
$γ_{9}$	-0.0394	-0.71
$γ_{10}$	0.0450	0.90

Estimation Period:
Jan 2, 1990 to May 9, 2025

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