ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:61.85% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 11.27 | |
| 0.0321 | 15.68 | |
| 0.9455 | 547.82 | |
| 0.0325 | 8.66 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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