HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:26.64% (-0.87%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0761 | 17.61 | |
0.0412 | 18.21 | |
0.9066 | 380.59 | |
0.0763 | 12.55 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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