V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:26.17% (-1.25%)

Analysis last updated: Thursday, November 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0569	21.79
$β$	0.8265	138.38
$γ$	0.0961	22.55
$λ_{1}$	0.0338	7.23
$λ_{2}$	0.0313	6.51
$λ_{3}$	0.9605	167.86

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts