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

V-Lab

HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:26.54% (-1.13%)

Analysis last updated: Thursday, June 19, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4794	3.62
$α$	0.0926	8.96
$β$	0.8717	67.98
$γ_{1}$	0.0132	0.31
$γ_{2}$	0.0477	0.83
$γ_{3}$	-0.1444	-4.77
$γ_{4}$	0.1602	4.65
$γ_{5}$	-0.1368	-3.60
$γ_{6}$	0.0849	2.52
$γ_{7}$	-0.0195	-0.66
$γ_{8}$	-0.0106	-0.49

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts