V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:26.62% (-1.03%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0568	22.38
$β$	0.8188	136.24
$γ$	0.1042	23.70
$λ_{1}$	0.0366	7.08
$λ_{2}$	0.0331	6.56
$λ_{3}$	0.9582	158.50

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts