V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:20.35% (-0.38%)

Analysis last updated: Saturday, January 4, 2025 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0683	16.82
$α$	0.0391	17.39
$β$	0.9123	399.95
$γ$	0.0712	12.58

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

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Volatility Forecasts

Volatility Forecasts