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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	56
α ARCH Response to squared shocks	0.0536	21.82***
β GARCH Volatility persistence	0.8215	137.13***
γ leverage Additional response to negative shocks	0.1036	24.09***
λ₁ tau intercept Baseline long-term coefficient	0.0366	6.38***
λ₂ forecast adj. Forecast performance sensitivity	0.0365	6.13***
λ₃ tau persistence Long-term factor persistence	0.9551	135.53***

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HeidelbergCement AG MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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