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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:29.19% (-1.34%)
Analysis last updated: Saturday, December 20, 2025 at 11:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.49493.69
α0.09209.03
β0.871968.19
γ10.01820.44
γ20.03710.67
γ3-0.1339-4.61
γ40.15334.83
γ5-0.1372-3.93
γ60.09302.92
γ7-0.0282-0.99
γ8-0.0076-0.36
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts