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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0697	20.24***
α ARCH Response to squared shocks	0.0773	35.83***
β GARCH Volatility persistence	0.9092	368.27***

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HeidelbergCement AG GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other HeidelbergCement AG Analyses