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

V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:39.39% (+11.03%)

Analysis last updated: Wednesday, June 25, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4847	3.62
$α$	0.0930	8.98
$β$	0.8711	67.78
$γ_{1}$	0.0139	0.32
$γ_{2}$	0.0465	0.81
$γ_{3}$	-0.1437	-4.76
$γ_{4}$	0.1602	4.68
$γ_{5}$	-0.1374	-3.64
$γ_{6}$	0.0857	2.56
$γ_{7}$	-0.0201	-0.68
$γ_{8}$	-0.0104	-0.48

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts

Volatility Forecasts