V-Lab: ThyssenKrupp AG Asy. MEM Volatility Analysis

V-Lab

ThyssenKrupp AG Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:53.00% (+4.88%)

Analysis last updated: Thursday, June 19, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0614	21.43
$α$	0.1187	34.90
$β$	0.8532	340.87
$γ$	0.0400	6.98

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

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