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 Wednesday, March 5th, 2025:15.13% (-0.07%)

Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2220	7.26
$α$	0.0489	6.38
$β$	0.9034	60.76
$γ_{1}$	0.0440	0.70
$γ_{2}$	0.0420	0.41
$γ_{3}$	-0.2097	-3.37
$γ_{4}$	0.1640	3.60
$γ_{5}$	0.0089	0.22
$γ_{6}$	-0.1195	-2.97
$γ_{7}$	0.0963	2.55
$γ_{8}$	-0.0023	-0.05
$γ_{9}$	-0.0744	-1.50
$γ_{10}$	0.0822	2.13

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

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