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

V-Lab

ThyssenKrupp AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:46.24% (+0.54%)

Analysis last updated: Saturday, August 9, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.5986	4.15
$α$	0.0592	42.97
$β$	0.9939	690.22
$ν$	5.4259	10.21

Estimation Period:
Jan 2, 1990 to Aug 8, 2025