V-Lab: HeidelbergCement AG MEM Volatility Analysis

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HeidelbergCement AG MEM Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:29.40% (-0.29%)

Analysis last updated: Tuesday, November 11, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0876	13.15
$α$	0.1078	39.82
$β$	0.8722	326.53

Estimation Period:
Jan 4, 1990 to Nov 7, 2025

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Impact of return on volatility tomorrow

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