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

V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:31.36% (+2.83%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1909	4.18
$α$	0.0823	38.73
$β$	0.9897	388.56
$ν$	4.5814	13.89

Estimation Period:
Jan 2, 1990 to Sep 19, 2025