V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

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HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:39.66% (+16.33%)

Analysis last updated: Friday, November 7, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0565	22.31
$β$	0.8188	136.08
$γ$	0.1046	23.76
$λ_{1}$	0.0370	7.04
$λ_{2}$	0.0334	6.52
$λ_{3}$	0.9578	156.04

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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