V-Lab: ThyssenKrupp AG APARCH Volatility Analysis

V-Lab

ThyssenKrupp AG APARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:42.53% (+1.30%)

Analysis last updated: Friday, June 20, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0389	13.79
$α$	0.0641	26.92
$β$	0.9359	422.51
$γ$	0.2991	11.82
$δ$	1.2432	26.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts