HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:42.44% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4730 | 3.62 | |
| 0.0910 | 9.06 | |
| 0.8735 | 69.37 | |
| 0.0174 | 0.41 | |
| 0.0364 | 0.65 | |
| -0.1302 | -4.50 | |
| 0.1490 | 4.80 | |
| -0.1339 | -3.92 | |
| 0.0911 | 2.88 | |
| -0.0243 | -0.83 | |
| -0.0135 | -0.60 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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