V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:33.65% (+4.96%)

Analysis last updated: Wednesday, June 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0764	17.65
$α$	0.0419	18.25
$β$	0.9057	377.39
$γ$	0.0766	12.50

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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