Thyssenkrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.34% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6669 | 13.43 | |
| 0.0518 | 11.04 | |
| 0.8654 | 142.03 | |
| 0.0515 | 4.84 |
Estimation Period:
May 13, 2014 to Feb 13, 2026
May 13, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Thyssenkrupp AG Analyses
Other GJR-GARCH Analyses on International Equities