ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:67.73% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 11.13 | |
| 0.0316 | 15.77 | |
| 0.9470 | 566.08 | |
| 0.0313 | 8.61 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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