HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:44.48% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4956 | 3.70 | |
| 0.0914 | 9.07 | |
| 0.8729 | 68.96 | |
| 0.0193 | 0.47 | |
| 0.0342 | 0.62 | |
| -0.1300 | -4.50 | |
| 0.1491 | 4.80 | |
| -0.1340 | -3.92 | |
| 0.0909 | 2.87 | |
| -0.0240 | -0.82 | |
| -0.0136 | -0.61 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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