HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:29.19% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4949 | 3.69 | |
| 0.0920 | 9.03 | |
| 0.8719 | 68.19 | |
| 0.0182 | 0.44 | |
| 0.0371 | 0.67 | |
| -0.1339 | -4.61 | |
| 0.1533 | 4.83 | |
| -0.1372 | -3.93 | |
| 0.0930 | 2.92 | |
| -0.0282 | -0.99 | |
| -0.0076 | -0.36 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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