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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:42.44% (-2.12%)
Analysis last updated: Saturday, March 14, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.47303.62
α0.09109.06
β0.873569.37
γ10.01740.41
γ20.03640.65
γ3-0.1302-4.50
γ40.14904.80
γ5-0.1339-3.92
γ60.09112.88
γ7-0.0243-0.83
γ8-0.0135-0.60
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts