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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	6.2462	4.09***
α ARCH Response to squared shocks	0.0806	38.84***
β GARCH Volatility persistence	0.9898	386.50***
ν DF Student-t tail thickness	4.4946	14.17***

V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other HeidelbergCement AG Analyses