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

V-Lab

ThyssenKrupp AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:75.11% (-3.88%)

Analysis last updated: Thursday, April 17, 2025 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6835	4.06
$α$	0.0597	44.01
$β$	0.9940	685.55
$ν$	5.4800	10.03

Estimation Period:
Jan 2, 1990 to Apr 11, 2025