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Heidelberg Materials Bangladesh PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.36% (-1.13%)
Analysis last updated: Tuesday, February 10, 2026 at 07:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Heidelberg Materials Bangladesh PLC SGARCH
paramt-stat
ω0.93423.05
α0.12996.13
β0.827433.81
γ1-0.2891-1.19
γ20.37201.07
γ3-0.1478-0.75
γ40.14850.94
γ5-0.2567-1.52
γ60.41832.13
γ7-0.3213-1.43
γ8-0.0462-0.18
γ90.35231.24
γ10-0.4691-1.16
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts