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

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V-Lab

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

Volatility Prediction for Tuesday, November 12th, 2024:17.55% (-0.50%)

Analysis last updated: Tuesday, November 12, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2118	7.27
$α$	0.0503	6.45
$β$	0.8999	58.31
$γ_{1}$	0.0401	0.62
$γ_{2}$	0.0506	0.49
$γ_{3}$	-0.2152	-3.40
$γ_{4}$	0.1591	3.46
$γ_{5}$	0.0222	0.53
$γ_{6}$	-0.1302	-3.22
$γ_{7}$	0.0985	2.52
$γ_{8}$	-0.0009	-0.02
$γ_{9}$	-0.0699	-1.29
$γ_{10}$	0.0737	1.79

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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