V-Lab: ThyssenKrupp AG Asy. MEM Volatility Analysis

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V-Lab

ThyssenKrupp AG Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.43% (+6.64%)

Analysis last updated: Saturday, April 27, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0626	21.28
$α$	0.1156	33.34
$β$	0.8529	330.21
$γ$	0.0447	7.65

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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Volatility Forecasts