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V-Lab

Thyssenkrupp AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.39% (+0.19%)
Analysis last updated: Saturday, February 7, 2026 at 11:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thyssenkrupp AG SGARCH
paramt-stat
ω0.66772.09
α0.04402.54
β0.75606.86
γ1-0.4997-0.38
γ20.44070.25
γ30.67120.86
γ4-0.7329-1.18
γ5-0.8376-1.21
γ62.19082.93
γ7-2.3864-3.61
γ82.44273.94
γ9-2.8813-2.94
Estimation Period:
May 13, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts