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 Monday, December 1st, 2025:35.98% (-2.59%)

Analysis last updated: Sunday, November 30, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.1983	4.17
$α$	0.0817	38.79
$β$	0.9897	389.97
$ν$	4.5753	13.89

Estimation Period:
Jan 2, 1990 to Nov 28, 2025