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

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HeidelbergCement AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:26.32% (-1.03%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4922	3.68
$α$	0.0925	9.00
$β$	0.8710	67.57
$γ_{1}$	0.0172	0.41
$γ_{2}$	0.0398	0.71
$γ_{3}$	-0.1374	-4.68
$γ_{4}$	0.1562	4.81
$γ_{5}$	-0.1379	-3.85
$γ_{6}$	0.0910	2.81
$γ_{7}$	-0.0259	-0.90
$γ_{8}$	-0.0080	-0.38

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts