V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:39.91% (-1.74%)

Analysis last updated: Tuesday, April 29, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0749	17.39
$α$	0.0418	18.28
$β$	0.9068	377.06
$γ$	0.0755	12.39

Estimation Period:
Jan 2, 1990 to Apr 25, 2025

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Volatility Forecasts

Volatility Forecasts