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, October 17th, 2025:28.50% (-1.86%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1726	4.19
$α$	0.0822	38.68
$β$	0.9897	389.17
$ν$	4.5873	13.84

Estimation Period:
Jan 2, 1990 to Oct 10, 2025