Heidelberg Materials AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:66.25% (-6.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0789 | 4.75 | |
| 0.1316 | 3.89 | |
| 0.7331 | 12.51 | |
| 0.1455 | 2.37 | |
| -0.2376 | -2.58 | |
| 0.2033 | 1.85 |
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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