V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

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V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:33.18% (+2.21%)

Analysis last updated: Tuesday, November 12, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0565	21.58
$β$	0.8274	139.22
$γ$	0.0963	22.60
$λ_{1}$	0.0336	7.26
$λ_{2}$	0.0310	6.52
$λ_{3}$	0.9608	169.76

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Volatility Forecasts