Holcim Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.75% (-2.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0708 | 13.61 | |
| 0.8444 | 191.69 | |
| 0.0752 | 9.98 | |
| 0.0233 | 9.09 | |
| 0.0241 | 7.60 | |
| 0.9703 | 254.48 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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