V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:61.82% (+4.72%)

Analysis last updated: Tuesday, April 8, 2025 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0742	17.30
$α$	0.0417	18.29
$β$	0.9072	378.02
$γ$	0.0751	12.37

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts