V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:26.36% (-0.89%)

Analysis last updated: Thursday, November 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0692	16.99
$α$	0.0398	17.41
$β$	0.9115	397.01
$γ$	0.0711	12.47

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

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Volatility Forecasts