HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:27.08% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4803 | 3.64 | |
| 0.0917 | 9.03 | |
| 0.8723 | 68.39 | |
| 0.0170 | 0.40 | |
| 0.0380 | 0.68 | |
| -0.1330 | -4.60 | |
| 0.1522 | 4.85 | |
| -0.1369 | -3.98 | |
| 0.0942 | 2.98 | |
| -0.0303 | -1.07 | |
| -0.0061 | -0.29 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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