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V-Lab

ThyssenKrupp AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:78.74% (+0.47%)
Analysis last updated: Saturday, February 21, 2026 at 06:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG SGARCH
paramt-stat
ω0.79935.51
α0.07197.90
β0.889862.00
γ1-0.0514-1.22
γ20.15422.41
γ3-0.2284-4.84
γ40.22114.91
γ5-0.1322-2.93
γ60.01500.34
γ70.09932.38
γ8-0.1688-2.93
γ90.21142.43
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts