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

V-Lab

HeidelbergCement AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:38.87% (-0.68%)

Analysis last updated: Saturday, August 9, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2839	4.15
$α$	0.0828	39.18
$β$	0.9898	392.17
$ν$	4.5771	14.09

Estimation Period:
Jan 2, 1990 to Aug 8, 2025