V-Lab: HeidelbergCement AG APARCH Volatility Analysis

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V-Lab

HeidelbergCement AG APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:28.64% (+2.11%)

Analysis last updated: Tuesday, November 12, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	20.64
$α$	0.0844	36.48
$β$	0.9149	396.75
$γ$	0.3183	19.14
$δ$	1.2539	33.13

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts