Heidelberg Materials AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.59% (-6.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1671 | 11.51 | |
| 0.2021 | 14.85 | |
| 0.8923 | 105.36 | |
| -0.1058 | -8.97 |
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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