V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:29.39% (-1.09%)
Analysis last updated: Wednesday, July 16, 2025 at 01:48 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HeidelbergCement AG S0GARCH
paramt-stat
ω1.48653.65
α0.09238.97
β0.871968.06
γ10.01490.35
γ20.04460.78
γ3-0.1421-4.73
γ40.15904.69
γ5-0.1371-3.66
γ60.08642.59
γ7-0.0206-0.70
γ8-0.0107-0.50
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts