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

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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:33.89% (+9.67%)

Analysis last updated: Friday, November 7, 2025 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4857	3.66
$α$	0.0923	9.00
$β$	0.8715	67.85
$γ_{1}$	0.0161	0.38
$γ_{2}$	0.0410	0.73
$γ_{3}$	-0.1371	-4.68
$γ_{4}$	0.1553	4.82
$γ_{5}$	-0.1379	-3.89
$γ_{6}$	0.0926	2.87
$γ_{7}$	-0.0283	-0.98
$γ_{8}$	-0.0063	-0.30

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts