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 Monday, December 1st, 2025:15.58% (-0.34%)

Analysis last updated: Sunday, November 30, 2025 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2609	7.28
$α$	0.0525	6.35
$β$	0.8939	54.28
$γ_{1}$	0.0588	1.02
$γ_{2}$	0.0118	0.13
$γ_{3}$	-0.1859	-3.25
$γ_{4}$	0.1614	3.77
$γ_{5}$	-0.0092	-0.23
$γ_{6}$	-0.1015	-2.64
$γ_{7}$	0.0976	2.69
$γ_{8}$	-0.0252	-0.69
$γ_{9}$	-0.0367	-0.75
$γ_{10}$	0.0483	1.04

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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