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

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ThyssenKrupp AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:46.71% (+3.32%)

Analysis last updated: Friday, October 17, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6392	4.14
$α$	0.0587	43.47
$β$	0.9941	706.51
$ν$	5.4236	10.31

Estimation Period:
Jan 2, 1990 to Oct 10, 2025