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

V-Lab

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V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:31.42% (-1.26%)

Analysis last updated: Thursday, November 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0677	6.94
$α$	0.0777	9.37
$β$	0.9087	94.31
$γ_{1}$	0.0001	0.32

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

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Volatility Forecasts

Volatility Forecasts