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

V-Lab

ThyssenKrupp AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:44.53% (-2.23%)

Analysis last updated: Saturday, August 30, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6094	4.13
$α$	0.0590	43.13
$β$	0.9940	694.11
$ν$	5.4086	10.29

Estimation Period:
Jan 2, 1990 to Aug 29, 2025