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, September 1st, 2025:16.73% (-0.40%)

Analysis last updated: Saturday, August 30, 2025 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2444	7.27
$α$	0.0527	6.38
$β$	0.8926	53.01
$γ_{1}$	0.0555	0.94
$γ_{2}$	0.0193	0.20
$γ_{3}$	-0.1918	-3.30
$γ_{4}$	0.1599	3.71
$γ_{5}$	0.0000	0.00
$γ_{6}$	-0.1112	-2.90
$γ_{7}$	0.1015	2.82
$γ_{8}$	-0.0241	-0.63
$γ_{9}$	-0.0367	-0.71
$γ_{10}$	0.0455	0.95

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

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