Heidelberg Materials AG AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.12% (-6.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3486 | 10.89 | |
| 0.1192 | 16.20 | |
| 0.7779 | 70.25 | |
| 0.8726 | 10.86 |
Estimation Period:
Jul 11, 2016 to Feb 6, 2026
Jul 11, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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