V-Lab

Henkel AG & Co KGaA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:16.34% (-0.22%)
Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Henkel AG & Co KGaA S0GARCH
paramt-stat
ω1.26077.39
α0.05346.41
β0.892152.88
γ10.05530.93
γ20.02320.24
γ3-0.2005-3.42
γ40.16863.90
γ5-0.0062-0.16
γ6-0.1070-2.76
γ70.09752.68
γ8-0.0197-0.50
γ9-0.0406-0.76
γ100.04790.97
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts