V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.63% (+0.19%)

Analysis last updated: Saturday, April 20, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0677	16.77
$α$	0.0383	16.84
$β$	0.9121	401.26
$γ$	0.0742	12.93

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts