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V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:66.80% (-1.56%)
Analysis last updated: Friday, February 20, 2026 at 08:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84205.71
α0.07207.85
β0.891563.37
γ1-0.0369-0.85
γ20.13031.96
γ3-0.2102-4.28
γ40.20484.39
γ5-0.1207-2.60
γ60.01560.35
γ70.07821.90
γ8-0.1132-2.17
γ90.06091.35
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts