V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 23rd, 2025:66.25% (-1.92%)

Analysis last updated: Friday, May 23, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0476	11.50
$α$	0.0327	15.75
$β$	0.9417	507.12
$γ$	0.0366	9.21

Estimation Period:
Jan 2, 1990 to May 16, 2025

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Volatility Forecasts

Volatility Forecasts