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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:27.08% (-1.10%)
Analysis last updated: Saturday, January 31, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.48033.64
α0.09179.03
β0.872368.39
γ10.01700.40
γ20.03800.68
γ3-0.1330-4.60
γ40.15224.85
γ5-0.1369-3.98
γ60.09422.98
γ7-0.0303-1.07
γ8-0.0061-0.29
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts