V-Lab: HeidelbergCement AG APARCH Volatility Analysis

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HeidelbergCement AG APARCH Volatility Analysis

Volatility Prediction for Monday, November 10th, 2025:31.34% (-0.59%)

Analysis last updated: Saturday, November 8, 2025 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0525	21.17
$α$	0.0886	36.54
$β$	0.9102	375.34
$γ$	0.3087	19.81
$δ$	1.2600	33.93

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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