HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:68.66% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 17.82 | |
| 0.0410 | 18.21 | |
| 0.9064 | 382.92 | |
| 0.0773 | 12.67 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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