V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.12% (+1.33%)

Analysis last updated: Saturday, April 20, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0468	11.01
$α$	0.0277	13.47
$β$	0.9445	506.98
$γ$	0.0393	9.86

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts