HeidelbergCement AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
36.40%
increased by 3.62%
1 Week
36.47%
increased by 3.69%
1 Month
36.72%
increased by 3.94%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1926 | 4.13 | |
| 0.0815 | 38.46 | |
| 0.9895 | 378.26 | |
| 4.5027 | 14.04 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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