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V-Lab
HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:26.64% (-0.87%)
Analysis last updated: Wednesday, October 22, 2025 at 10:17 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG GJR-GARCH
paramt-stat
ω0.076117.61
α0.041218.21
β0.9066380.59
γ0.076312.55
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts