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

V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:28.20% (+1.86%)

Analysis last updated: Friday, September 26, 2025 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4916	3.68
$α$	0.0927	9.00
$β$	0.8708	67.48
$γ_{1}$	0.0167	0.40
$γ_{2}$	0.0409	0.73
$γ_{3}$	-0.1386	-4.70
$γ_{4}$	0.1570	4.79
$γ_{5}$	-0.1379	-3.82
$γ_{6}$	0.0899	2.76
$γ_{7}$	-0.0244	-0.84
$γ_{8}$	-0.0090	-0.42

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts