V-Lab: ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:49.29% (+0.94%)

Analysis last updated: Saturday, April 20, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8974	5.67
$α$	0.0723	7.29
$β$	0.8934	61.34
$γ_{1}$	-0.0160	-0.44
$γ_{2}$	0.0836	1.50
$γ_{3}$	-0.1620	-4.20
$γ_{4}$	0.1796	5.01
$γ_{5}$	-0.1435	-4.00
$γ_{6}$	0.0956	2.05
$γ_{7}$	-0.0416	-0.87
$γ_{8}$	-0.0079	-0.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts