HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:26.12% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 17.57 | |
| 0.0403 | 18.12 | |
| 0.9074 | 383.50 | |
| 0.0765 | 12.67 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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