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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0853	24.31***
α ARCH Response to squared shocks	0.1062	41.77***
β GARCH Volatility persistence	0.8750	342.87***
γ leverage Additional response to negative shocks	0.0979	13.04***
δ power Transformation power	1.8737	50.27***

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HeidelbergCement AG Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other HeidelbergCement AG Analyses