V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.51% (+0.33%)

Analysis last updated: Saturday, April 27, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0485	22.39
$β$	0.8654	255.06
$γ$	0.0923	25.34
$λ_{1}$	0.0396	8.74
$λ_{2}$	0.0313	8.81
$λ_{3}$	0.9594	212.45

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts