ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:67.46% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 11.13 | |
| 0.0315 | 15.76 | |
| 0.9472 | 567.53 | |
| 0.0312 | 8.61 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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