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

V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:23.95% (-0.83%)

Analysis last updated: Saturday, August 30, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4922	3.67
$α$	0.0933	9.01
$β$	0.8700	67.12
$γ_{1}$	0.0164	0.39
$γ_{2}$	0.0418	0.74
$γ_{3}$	-0.1398	-4.73
$γ_{4}$	0.1580	4.78
$γ_{5}$	-0.1381	-3.79
$γ_{6}$	0.0892	2.73
$γ_{7}$	-0.0237	-0.82
$γ_{8}$	-0.0089	-0.42

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts