V-Lab
V-Lab
ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:50.13% (+7.89%)

Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG GJR-GARCH
paramt-stat
ω0.044810.90
α0.026613.37
β0.9465523.22
γ0.03829.90
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts