V-Lab: HeidelbergCement AG GJR-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, September 15th, 2025:30.34% (+1.91%)

Analysis last updated: Saturday, September 13, 2025 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0764	17.63
$α$	0.0413	18.22
$β$	0.9063	379.98
$γ$	0.0768	12.58

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts