V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:31.41% (+3.49%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0568	22.37
$β$	0.8189	136.71
$γ$	0.1046	23.76
$λ_{1}$	0.0363	7.11
$λ_{2}$	0.0329	6.60
$λ_{3}$	0.9584	160.46

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts