HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:62.49% (-2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0773 | 17.82 | |
| 0.0409 | 18.21 | |
| 0.9069 | 384.10 | |
| 0.0766 | 12.70 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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