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 Tuesday, April 15th, 2025:27.93% (-1.09%)

Analysis last updated: Wednesday, April 16, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2224	7.24
$α$	0.0511	6.36
$β$	0.8980	55.05
$γ_{1}$	0.0458	0.74
$γ_{2}$	0.0382	0.39
$γ_{3}$	-0.2068	-3.40
$γ_{4}$	0.1646	3.69
$γ_{5}$	0.0056	0.14
$γ_{6}$	-0.1177	-2.98
$γ_{7}$	0.1014	2.71
$γ_{8}$	-0.0187	-0.44
$γ_{9}$	-0.0397	-0.70
$γ_{10}$	0.0440	0.86

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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