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

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Henkel AG & Co KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:18.05% (-0.26%)

Analysis last updated: Tuesday, November 11, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2261	7.14
$α$	0.0524	6.43
$β$	0.8944	53.33
$γ_{1}$	0.0443	0.79
$γ_{2}$	0.0397	0.44
$γ_{3}$	-0.2128	-3.79
$γ_{4}$	0.1843	4.35
$γ_{5}$	-0.0220	-0.56
$γ_{6}$	-0.0975	-2.54
$γ_{7}$	0.0940	2.63
$γ_{8}$	-0.0110	-0.32
$γ_{9}$	-0.0751	-1.68
$γ_{10}$	0.1510	2.12

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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