V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:44.23% (+8.86%)

Analysis last updated: Wednesday, March 5, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0690	17.06
$α$	0.0393	17.56
$β$	0.9126	401.87
$γ$	0.0696	12.39

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

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Volatility Forecasts