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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:44.48% (+3.64%)
Analysis last updated: Friday, March 13, 2026 at 08:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.49563.70
α0.09149.07
β0.872968.96
γ10.01930.47
γ20.03420.62
γ3-0.1300-4.50
γ40.14914.80
γ5-0.1340-3.92
γ60.09092.87
γ7-0.0240-0.82
γ8-0.0136-0.61
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts