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

V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:22.25% (-1.34%)

Analysis last updated: Saturday, August 30, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1742	4.18
$α$	0.0829	38.70
$β$	0.9896	384.75
$ν$	4.5695	13.96

Estimation Period:
Jan 2, 1990 to Aug 29, 2025