HeidelbergCement AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
44.30%
decreased by 0.72%
1 Week
44.12%
decreased by 0.90%
1 Month
43.45%
decreased by 1.57%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0762 | 17.60 | |
| 0.0397 | 18.16 | |
| 0.9084 | 387.23 | |
| 0.0759 | 12.77 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other HeidelbergCement AG Analyses
Other GJR-GARCH Analyses on International Equities