HeidelbergCement AG MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
37.15%
decreased by 2.01%
1 Week
37.58%
decreased by 1.58%
1 Month
38.30%
decreased by 0.86%
Analysis last updated: Friday, June 12, 2026 at 08:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0540 | 21.81 | |
| 0.8187 | 136.73 | |
| 0.1062 | 24.38 | |
| 0.0344 | 6.70 | |
| 0.0329 | 6.58 | |
| 0.9591 | 160.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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