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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.42% (-3.32%)
Analysis last updated: Saturday, February 21, 2026 at 06:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.49663.69
α0.09159.08
β0.872968.97
γ10.01950.47
γ20.03410.61
γ3-0.1303-4.50
γ40.14964.78
γ5-0.1341-3.90
γ60.09042.84
γ7-0.0233-0.80
γ8-0.0140-0.63
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts