V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:36.30% (+4.88%)

Analysis last updated: Thursday, July 3, 2025 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0762	17.63
$α$	0.0420	18.30
$β$	0.9059	378.39
$γ$	0.0765	12.51

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts