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Thyssenkrupp Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.55% (+0.21%)
Analysis last updated: Sunday, February 8, 2026 at 12:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Thyssenkrupp Ag S0GARCH
paramt-stat
ω0.56003.90
α0.02601.84
β0.85318.23
γ11.36021.42
γ2-2.0550-1.37
γ31.48321.41
γ4-2.4147-2.66
γ53.25714.42
γ6-3.0993-5.36
γ72.56014.16
γ8-1.2527-1.85
γ9-0.0343-0.07
Estimation Period:
Jan 2, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts