V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:51.54% (-2.46%)

Analysis last updated: Wednesday, April 16, 2025 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0568	22.39
$β$	0.8223	138.73
$γ$	0.1028	23.54
$λ_{1}$	0.0363	7.24
$λ_{2}$	0.0330	6.55
$λ_{3}$	0.9585	159.77

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts