V-Lab: HeidelbergCement AG Spline-GARCH Volatility Analysis

V-Lab

HeidelbergCement AG Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:26.82% (-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
$ω$	1.4669	3.60
$α$	0.0926	8.94
$β$	0.8713	67.84
$γ_{1}$	0.0098	0.23
$γ_{2}$	0.0543	0.95
$γ_{3}$	-0.1513	-5.02
$γ_{4}$	0.1679	4.90
$γ_{5}$	-0.1445	-3.82
$γ_{6}$	0.0913	2.67
$γ_{7}$	-0.0244	-0.71
$γ_{8}$	-0.0049	-0.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts