Heidelberg Materials AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:84.83% (-9.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4023 | 13.74 | |
| 0.0427 | 5.55 | |
| 0.7943 | 77.37 | |
| 0.1390 | 6.36 |
Estimation Period:
Jul 11, 2016 to Feb 13, 2026
Jul 11, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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