V-Lab: HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:30.32% (-0.66%)

Analysis last updated: Saturday, May 31, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4805	3.61
$α$	0.0928	8.98
$β$	0.8716	68.08
$γ_{1}$	0.0132	0.30
$γ_{2}$	0.0478	0.83
$γ_{3}$	-0.1447	-4.76
$γ_{4}$	0.1606	4.64
$γ_{5}$	-0.1368	-3.58
$γ_{6}$	0.0842	2.50
$γ_{7}$	-0.0185	-0.63
$γ_{8}$	-0.0113	-0.52

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts