HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
37.42%
decreased by 1.49%
1 Week
37.41%
decreased by 1.50%
1 Month
37.37%
decreased by 1.54%
Analysis last updated: Friday, June 12, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 17.57 | |
| 0.0395 | 18.14 | |
| 0.9089 | 388.24 | |
| 0.0754 | 12.76 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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