V-Lab: HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:38.26% (-2.13%)

Analysis last updated: Sunday, November 30, 2025 at 02:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4911	3.68
$α$	0.0918	9.03
$β$	0.8723	68.36
$γ_{1}$	0.0170	0.40
$γ_{2}$	0.0394	0.70
$γ_{3}$	-0.1357	-4.64
$γ_{4}$	0.1539	4.80
$γ_{5}$	-0.1367	-3.87
$γ_{6}$	0.0916	2.85
$γ_{7}$	-0.0264	-0.92
$γ_{8}$	-0.0089	-0.42

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts