HeidelbergCement AG Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.08% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4725 | 3.68 | |
| 0.0914 | 9.07 | |
| 0.8718 | 68.04 | |
| 0.0147 | 0.35 | |
| 0.0431 | 0.78 | |
| -0.1396 | -4.88 | |
| 0.1608 | 5.20 | |
| -0.1484 | -4.35 | |
| 0.1096 | 3.41 | |
| -0.0549 | -1.66 | |
| 0.0604 | 1.07 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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