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

V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:29.39% (-1.09%)

Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4865	3.65
$α$	0.0923	8.97
$β$	0.8719	68.06
$γ_{1}$	0.0149	0.35
$γ_{2}$	0.0446	0.78
$γ_{3}$	-0.1421	-4.73
$γ_{4}$	0.1590	4.69
$γ_{5}$	-0.1371	-3.66
$γ_{6}$	0.0864	2.59
$γ_{7}$	-0.0206	-0.70
$γ_{8}$	-0.0107	-0.50

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts