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 Monday, June 2nd, 2025:16.54% (-0.39%)

Analysis last updated: Saturday, May 31, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2320	7.25
$α$	0.0530	6.40
$β$	0.8919	52.41
$γ_{1}$	0.0508	0.85
$γ_{2}$	0.0296	0.31
$γ_{3}$	-0.2024	-3.44
$γ_{4}$	0.1660	3.82
$γ_{5}$	-0.0001	-0.00
$γ_{6}$	-0.1126	-2.92
$γ_{7}$	0.1000	2.75
$γ_{8}$	-0.0200	-0.50
$γ_{9}$	-0.0396	-0.73
$γ_{10}$	0.0460	0.92

Estimation Period:
Jan 2, 1990 to May 30, 2025

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