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V-Lab

HeidelbergCement AG MEM Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

30.18%

decreased by 1.43%

1 Week

30.32%

decreased by 1.29%

1 Month

30.78%

decreased by 0.83%

Analysis last updated: Saturday, August 15, 2026 at 08:15 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of HeidelbergCement AG MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 1990 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0865
13.13***
α

ARCH

Response to squared shocks

0.1075
40.28***
β

GARCH

Volatility persistence

0.8731
332.98***

Persistence:

0.981

Half-life:

35 days