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, December 12th, 2025:30.09% (+3.66%)

Analysis last updated: Friday, December 12, 2025 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1417	4.20
$α$	0.0818	38.52
$β$	0.9896	385.65
$ν$	4.5692	13.83

Estimation Period:
Jan 2, 1990 to Dec 5, 2025