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 Tuesday, July 15th, 2025:16.34% (-0.22%)

Analysis last updated: Wednesday, July 16, 2025 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2607	7.39
$α$	0.0534	6.41
$β$	0.8921	52.88
$γ_{1}$	0.0553	0.93
$γ_{2}$	0.0232	0.24
$γ_{3}$	-0.2005	-3.42
$γ_{4}$	0.1686	3.90
$γ_{5}$	-0.0062	-0.16
$γ_{6}$	-0.1070	-2.76
$γ_{7}$	0.0975	2.68
$γ_{8}$	-0.0197	-0.50
$γ_{9}$	-0.0406	-0.76
$γ_{10}$	0.0479	0.97

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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