V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

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HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:33.60% (-2.08%)

Analysis last updated: Sunday, November 30, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0560	22.34
$β$	0.8207	138.70
$γ$	0.1044	23.89
$λ_{1}$	0.0350	7.18
$λ_{2}$	0.0318	6.68
$λ_{3}$	0.9599	168.69

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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