V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:38.81% (-2.15%)

Analysis last updated: Saturday, August 9, 2025 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0566	22.39
$β$	0.8203	138.31
$γ$	0.1043	23.79
$λ_{1}$	0.0356	7.22
$λ_{2}$	0.0324	6.68
$λ_{3}$	0.9592	165.58

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts