Thyssenkrupp Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.34% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 8.31 | |
| 0.0166 | 8.28 | |
| 0.9728 | 526.68 | |
| 0.0155 | 3.36 |
Estimation Period:
Jan 2, 2017 to Feb 6, 2026
Jan 2, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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