HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:29.52% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0760 | 17.59 | |
| 0.0406 | 18.17 | |
| 0.9072 | 383.11 | |
| 0.0763 | 12.63 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
Other HeidelbergCement AG Analyses
Other GJR-GARCH Analyses on International Equities