V-Lab: HeidelbergCement AG EGARCH Volatility Analysis

V-Lab

HeidelbergCement AG EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:29.54% (-1.49%)

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
$ω$	0.0408	16.09
$α$	0.1627	37.83
$β$	0.9772	817.05
$γ$	-0.0532	-15.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts