HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:23.41% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 17.61 | |
| 0.0406 | 18.16 | |
| 0.9070 | 382.54 | |
| 0.0765 | 12.64 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other HeidelbergCement AG Analyses
Other GJR-GARCH Analyses on International Equities