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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 1990 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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