HeidelbergCement AG EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
41.28%
decreased by 0.35%
1 Week
41.18%
decreased by 0.45%
1 Month
40.82%
decreased by 0.81%
Analysis last updated: Saturday, April 18, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 16.17 | |
| 0.1638 | 38.46 | |
| 0.9765 | 802.41 | |
| -0.0538 | -15.82 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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