V-Lab: ThyssenKrupp AG Asy. Power MEM Volatility Analysis

V-Lab

ThyssenKrupp AG Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:42.83% (-3.03%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0528	20.33
$α$	0.1635	55.38
$β$	0.8292	266.79
$γ$	0.0865	13.08
$δ$	1.0234	23.26

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts