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, November 10th, 2025:32.58% (-1.36%)

Analysis last updated: Sunday, November 9, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4877	3.68
$α$	0.0917	8.97
$β$	0.8719	67.87
$γ_{1}$	0.0171	0.41
$γ_{2}$	0.0395	0.71
$γ_{3}$	-0.1365	-4.66
$γ_{4}$	0.1550	4.81
$γ_{5}$	-0.1374	-3.87
$γ_{6}$	0.0915	2.84
$γ_{7}$	-0.0262	-0.91
$γ_{8}$	-0.0085	-0.40

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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