HeidelbergCement AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
36.89%
decreased by 2.22%
1 Week
36.95%
decreased by 2.16%
1 Month
37.16%
decreased by 1.95%
Analysis last updated: Friday, June 12, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2219 | 4.12 | |
| 0.0813 | 38.63 | |
| 0.9896 | 382.25 | |
| 4.5131 | 14.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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