Heidelberg Materials Bangladesh PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.72% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1101 | 13.52 | |
| 0.1513 | 18.12 | |
| 0.8579 | 186.98 | |
| -0.0302 | -2.54 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Heidelberg Materials Bangladesh PLC Analyses
Other GJR-GARCH Analyses on International Equities