Skip to main content
V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:67.21% (+0.64%)
Analysis last updated: Saturday, February 21, 2026 at 06:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84275.75
α0.07187.84
β0.891363.11
γ1-0.0358-0.83
γ20.12861.94
γ3-0.2093-4.30
γ40.20474.44
γ5-0.1218-2.65
γ60.01750.39
γ70.07641.87
γ8-0.1123-2.17
γ90.06101.36
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts