V-Lab: HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

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V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:37.81% (+4.90%)

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
$ω$	6.3240	4.09
$α$	0.0811	40.21
$β$	0.9905	414.43
$ν$	5	14.25

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