V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 29th, 2025:55.43% (-1.46%)

Analysis last updated: Tuesday, April 29, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0504	11.77
$α$	0.0339	16.02
$β$	0.9396	493.73
$γ$	0.0376	9.22

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

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Volatility Forecasts