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 Thursday, June 19th, 2025:16.00% (-0.33%)

Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2457	7.34
$α$	0.0540	6.44
$β$	0.8888	50.62
$γ_{1}$	0.0535	0.90
$γ_{2}$	0.0271	0.29
$γ_{3}$	-0.2038	-3.52
$γ_{4}$	0.1685	3.95
$γ_{5}$	-0.0022	-0.06
$γ_{6}$	-0.1112	-2.92
$γ_{7}$	0.0991	2.77
$γ_{8}$	-0.0194	-0.50
$γ_{9}$	-0.0408	-0.76
$γ_{10}$	0.0476	0.97

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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