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

V-Lab

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V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:21.75% (+1.57%)

Analysis last updated: Tuesday, January 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0706	7.00
$α$	0.0779	9.39
$β$	0.9084	94.16
$γ_{1}$	0.0001	0.39

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts