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 Wednesday, June 25th, 2025:15.31% (-0.17%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2596	7.42
$α$	0.0543	6.48
$β$	0.8894	51.39
$γ_{1}$	0.0535	0.90
$γ_{2}$	0.0272	0.29
$γ_{3}$	-0.2036	-3.52
$γ_{4}$	0.1682	3.93
$γ_{5}$	-0.0021	-0.05
$γ_{6}$	-0.1114	-2.91
$γ_{7}$	0.0999	2.77
$γ_{8}$	-0.0205	-0.52
$γ_{9}$	-0.0400	-0.75
$γ_{10}$	0.0471	0.96

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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