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

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V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:47.12% (+6.39%)

Analysis last updated: Wednesday, March 5, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2314	4.13
$α$	0.0812	39.39
$β$	0.9901	403.32
$ν$	5	14.07

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