Heidelberg Materials AG GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:58.14% (-4.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4842 | 13.86 | |
| 0.1361 | 16.53 | |
| 0.7500 | 58.45 |
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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