HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
41.30%
increased by 0.86%
1 Week
40.93%
increased by 0.49%
1 Month
39.73%
decreased by 0.71%
Analysis last updated: Thursday, May 21, 2026 at 06:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4939 | 3.70 | |
| 0.0899 | 9.02 | |
| 0.8752 | 70.12 | |
| 0.0207 | 0.50 | |
| 0.0308 | 0.56 | |
| -0.1258 | -4.37 | |
| 0.1453 | 4.74 | |
| -0.1312 | -3.90 | |
| 0.0898 | 2.86 | |
| -0.0229 | -0.78 | |
| -0.0158 | -0.70 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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