V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:34.66% (-1.62%)

Analysis last updated: Sunday, May 11, 2025 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0571	22.28
$β$	0.8191	135.33
$γ$	0.1039	23.58
$λ_{1}$	0.0373	7.05
$λ_{2}$	0.0341	6.48
$λ_{3}$	0.9571	152.41

Estimation Period:
Jan 2, 1990 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts