V-Lab
V-Lab
ThyssenKrupp AG MEM Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:53.59% (-3.01%)

Analysis last updated: Saturday, November 9, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG MEM
paramt-stat
ω0.06147.74
α0.145243.09
β0.8477334.13
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts