ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.59% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 11.37 | |
| 0.0321 | 15.77 | |
| 0.9452 | 547.97 | |
| 0.0327 | 8.79 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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