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	param	t-stat
$ω$	1.2686	7.17
$α$	0.0530	6.54
$β$	0.8951	56.78
$γ_{1}$	0.0611	1.07
$γ_{2}$	0.0052	0.06
$γ_{3}$	-0.1800	-3.15
$γ_{4}$	0.1648	3.84
$γ_{5}$	-0.0222	-0.55
$γ_{6}$	-0.0886	-2.25
$γ_{7}$	0.0940	2.49
$γ_{8}$	-0.0323	-0.88
$γ_{9}$	-0.0235	-0.51
$γ_{10}$	0.0374	0.85

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Henkel AG & Co KGaA Analyses