V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:30.16% (+0.49%)

Analysis last updated: Thursday, May 22, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0762	17.57
$α$	0.0420	18.26
$β$	0.9059	376.97
$γ$	0.0764	12.47

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts