V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:36.71% (+6.26%)

Analysis last updated: Wednesday, June 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0566	22.37
$β$	0.8221	140.06
$γ$	0.1036	23.72
$λ_{1}$	0.0354	7.39
$λ_{2}$	0.0316	6.72
$λ_{3}$	0.9600	170.66

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts