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

V-Lab

Henkel AG & Co KGaA Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:20.51% (-0.25%)

Analysis last updated: Thursday, June 19, 2025 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2100	7.13
$α$	0.0520	6.43
$β$	0.8963	54.36
$γ_{1}$	0.0382	0.64
$γ_{2}$	0.0521	0.55
$γ_{3}$	-0.2206	-3.76
$γ_{4}$	0.1793	4.10
$γ_{5}$	-0.0059	-0.15
$γ_{6}$	-0.1122	-2.86
$γ_{7}$	0.0966	2.63
$γ_{8}$	-0.0007	-0.02
$γ_{9}$	-0.0959	-1.66
$γ_{10}$	0.1994	1.55

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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