ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 28th, 2025:89.60% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 11.16 | |
| 0.0324 | 15.63 | |
| 0.9448 | 543.28 | |
| 0.0337 | 8.77 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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