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

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HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:29.32% (+5.37%)

Analysis last updated: Friday, November 7, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1336	4.20
$α$	0.0820	38.58
$β$	0.9896	388.24
$ν$	4.5894	13.79

Estimation Period:
Jan 2, 1990 to Oct 31, 2025