V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:34.62% (-0.64%)

Analysis last updated: Saturday, May 31, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0567	22.35
$β$	0.8212	138.77
$γ$	0.1039	23.70
$λ_{1}$	0.0358	7.30
$λ_{2}$	0.0323	6.67
$λ_{3}$	0.9593	166.11

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts