V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:29.23% (-0.99%)

Analysis last updated: Saturday, August 23, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0762	17.62
$α$	0.0414	18.23
$β$	0.9063	379.85
$γ$	0.0766	12.56

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts