HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.28% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4812 | 3.67 | |
| 0.0913 | 9.03 | |
| 0.8725 | 68.28 | |
| 0.0175 | 0.42 | |
| 0.0372 | 0.67 | |
| -0.1324 | -4.59 | |
| 0.1513 | 4.85 | |
| -0.1355 | -3.95 | |
| 0.0915 | 2.90 | |
| -0.0243 | -0.83 | |
| -0.0132 | -0.60 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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