V-Lab: HeidelbergCement AG EGARCH Volatility Analysis

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V-Lab

HeidelbergCement AG EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.46% (+0.91%)

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
$ω$	0.0374	15.11
$α$	0.1537	37.43
$β$	0.9792	866.54
$γ$	-0.0542	-16.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts