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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0734	17.25***
α ARCH Response to squared shocks	0.0389	18.19***
β GARCH Volatility persistence	0.9111	393.56***
γ leverage Additional response to negative shocks	0.0732	12.67***

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HeidelbergCement AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other HeidelbergCement AG Analyses