HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
46.63%
decreased by 1.12%
1 Week
46.40%
decreased by 1.35%
1 Month
45.53%
decreased by 2.22%
Analysis last updated: Saturday, April 11, 2026 at 09:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 17.89 | |
| 0.0409 | 18.37 | |
| 0.9069 | 385.76 | |
| 0.0763 | 12.77 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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