V-Lab: HeidelbergCement AG GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:38.77% (+3.04%)

Analysis last updated: Tuesday, November 12, 2024 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0673	19.47
$α$	0.0773	36.45
$β$	0.9093	366.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts