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HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:33.30% (-0.94%)
Analysis last updated: Wednesday, November 12, 2025 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG GJR-GARCH
paramt-stat
ω0.075417.56
α0.040818.16
β0.9075382.43
γ0.075312.48
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts