ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
54.97%
decreased by 0.82%
1 Week
54.85%
decreased by 0.94%
1 Month
54.37%
decreased by 1.42%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 11.11 | |
| 0.0312 | 15.75 | |
| 0.9478 | 573.01 | |
| 0.0310 | 8.68 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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