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

V-Lab

| |

V-Lab

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

Volatility Prediction for Wednesday, November 20th, 2024:15.92% (-0.25%)

Analysis last updated: Thursday, November 21, 2024 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2253	7.36
$α$	0.0499	6.45
$β$	0.9015	59.75
$γ_{1}$	0.0409	0.63
$γ_{2}$	0.0499	0.48
$γ_{3}$	-0.2155	-3.40
$γ_{4}$	0.1601	3.47
$γ_{5}$	0.0205	0.49
$γ_{6}$	-0.1292	-3.19
$γ_{7}$	0.0988	2.53
$γ_{8}$	-0.0016	-0.04
$γ_{9}$	-0.0703	-1.30
$γ_{10}$	0.0750	1.81

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts