V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:29.08% (-1.11%)

Analysis last updated: Tuesday, October 7, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0761	17.61
$α$	0.0412	18.20
$β$	0.9065	380.41
$γ$	0.0764	12.56

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts