V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:30.38% (-0.78%)

Analysis last updated: Thursday, June 12, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0567	22.36
$β$	0.8216	139.29
$γ$	0.1037	23.70
$λ_{1}$	0.0356	7.34
$λ_{2}$	0.0320	6.69
$λ_{3}$	0.9595	167.90

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts