V-Lab: ThyssenKrupp AG EGARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG EGARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:28.47% (-0.78%)

Analysis last updated: Sunday, May 19, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0223	11.53
$α$	0.1042	25.62
$β$	0.9890	1294.53
$γ$	-0.0396	-12.07

Estimation Period:
Jan 2, 1990 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts