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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:24.86% (-0.89%)
Analysis last updated: Saturday, January 10, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.48623.66
α0.09219.04
β0.871768.11
γ10.01700.41
γ20.03860.69
γ3-0.1340-4.62
γ40.15294.85
γ5-0.1372-3.95
γ60.09402.96
γ7-0.0299-1.05
γ8-0.0060-0.29
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts