Heidelberg Materials Bangladesh PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.36% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9342 | 3.05 | |
| 0.1299 | 6.13 | |
| 0.8274 | 33.81 | |
| -0.2891 | -1.19 | |
| 0.3720 | 1.07 | |
| -0.1478 | -0.75 | |
| 0.1485 | 0.94 | |
| -0.2567 | -1.52 | |
| 0.4183 | 2.13 | |
| -0.3213 | -1.43 | |
| -0.0462 | -0.18 | |
| 0.3523 | 1.24 | |
| -0.4691 | -1.16 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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