V-Lab: HeidelbergCement AG APARCH Volatility Analysis

V-Lab

HeidelbergCement AG APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:28.59% (-1.44%)

Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0533	21.18
$α$	0.0901	36.70
$β$	0.9088	370.78
$γ$	0.3072	19.82
$δ$	1.2632	33.96

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts