HeidelbergCement AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
47.00%
decreased by 1.83%
1 Week
46.16%
decreased by 2.67%
1 Month
44.18%
decreased by 4.65%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0543 | 21.83 | |
| 0.8176 | 135.95 | |
| 0.1070 | 24.38 | |
| 0.0347 | 6.67 | |
| 0.0333 | 6.57 | |
| 0.9587 | 158.88 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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