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

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

Volatility Prediction for Thursday, November 13th, 2025:15.38% (-0.05%)

Analysis last updated: Thursday, November 13, 2025 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2678	7.36
$α$	0.0525	6.33
$β$	0.8937	53.79
$γ_{1}$	0.0598	1.03
$γ_{2}$	0.0112	0.12
$γ_{3}$	-0.1860	-3.24
$γ_{4}$	0.1599	3.73
$γ_{5}$	-0.0062	-0.16
$γ_{6}$	-0.1041	-2.71
$γ_{7}$	0.0981	2.72
$γ_{8}$	-0.0240	-0.65
$γ_{9}$	-0.0378	-0.77
$γ_{10}$	0.0484	1.04

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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