V-Lab: ThyssenKrupp AG GAS-GARCH Student T Volatility Analysis

V-Lab

ThyssenKrupp AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:40.70% (0.00%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6195	4.14
$α$	0.0588	43.27
$β$	0.9940	700.00
$ν$	5.4213	10.28

Estimation Period:
Jan 2, 1990 to Sep 19, 2025