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

V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:62.16% (-4.89%)

Analysis last updated: Thursday, April 17, 2025 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4968	4.06
$α$	0.0824	40.51
$β$	0.9905	411.32
$ν$	4.5731	14.55

Estimation Period:
Jan 2, 1990 to Apr 11, 2025