V-Lab: HeidelbergCement AG Asy. Power MEM Volatility Analysis

V-Lab

HeidelbergCement AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:30.21% (-0.24%)

Analysis last updated: Thursday, June 12, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0861	23.97
$α$	0.1063	41.14
$β$	0.8743	337.05
$γ$	0.0967	12.73
$δ$	1.8958	50.06

Estimation Period:
Jan 4, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts