V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:28.72% (-0.57%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0565	22.39
$β$	0.8215	139.29
$γ$	0.1039	23.75
$λ_{1}$	0.0354	7.31
$λ_{2}$	0.0320	6.70
$λ_{3}$	0.9596	168.42

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts