V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.14% (+1.93%)

Analysis last updated: Tuesday, November 12, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0688	16.88
$α$	0.0393	17.24
$β$	0.9120	397.20
$γ$	0.0713	12.53

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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