HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
30.87%
decreased by 0.99%
1 Week
31.06%
decreased by 0.80%
1 Month
31.76%
decreased by 0.10%
Analysis last updated: Friday, May 1, 2026 at 08:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 18.11 | |
| 0.0409 | 18.34 | |
| 0.9059 | 383.19 | |
| 0.0773 | 12.88 |
Estimation Period:
Jan 2, 1990 to Apr 30, 2026
Jan 2, 1990 to Apr 30, 2026
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