V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:70.03% (+2.48%)

Analysis last updated: Wednesday, March 5, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0478	11.38
$α$	0.0310	14.87
$β$	0.9424	505.88
$γ$	0.0380	9.56

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

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Volatility Forecasts