V-Lab: HeidelbergCement AG MF2-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:25.88% (-0.67%)

Analysis last updated: Saturday, August 30, 2025 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.0570	22.43
$β$	0.8191	137.06
$γ$	0.1045	23.74
$λ_{1}$	0.0362	7.17
$λ_{2}$	0.0326	6.63
$λ_{3}$	0.9588	162.89

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts