V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:45.55% (-1.21%)

Analysis last updated: Thursday, July 31, 2025 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0478	11.56
$α$	0.0325	15.72
$β$	0.9418	509.64
$γ$	0.0368	9.30

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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