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 Wednesday, November 20th, 2024:27.76% (-1.93%)

Analysis last updated: Thursday, November 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.3137	4.10
$α$	0.0811	40.21
$β$	0.9905	413.38
$ν$	5	14.23

Estimation Period:
Jan 2, 1990 to Nov 15, 2024