HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.42% (-3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4966 | 3.69 | |
| 0.0915 | 9.08 | |
| 0.8729 | 68.97 | |
| 0.0195 | 0.47 | |
| 0.0341 | 0.61 | |
| -0.1303 | -4.50 | |
| 0.1496 | 4.78 | |
| -0.1341 | -3.90 | |
| 0.0904 | 2.84 | |
| -0.0233 | -0.80 | |
| -0.0140 | -0.63 |
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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