V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 19th, 2025:26.54% (-1.13%)
Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.47943.62
α0.09268.96
β0.871767.98
γ10.01320.31
γ20.04770.83
γ3-0.1444-4.77
γ40.16024.65
γ5-0.1368-3.60
γ60.08492.52
γ7-0.0195-0.66
γ8-0.0106-0.49
Estimation Period:
Jan 2, 1990 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts