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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.28% (-2.21%)
Analysis last updated: Thursday, February 12, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.48123.67
α0.09139.03
β0.872568.28
γ10.01750.42
γ20.03720.67
γ3-0.1324-4.59
γ40.15134.85
γ5-0.1355-3.95
γ60.09152.90
γ7-0.0243-0.83
γ8-0.0132-0.60
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts