V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 10th, 2025:55.11% (-0.66%)

Analysis last updated: Thursday, July 10, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0476	11.55
$α$	0.0325	15.72
$β$	0.9419	510.54
$γ$	0.0365	9.23

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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