V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

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ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:89.60% (-2.42%)

Analysis last updated: Tuesday, October 28, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0429	11.16
$α$	0.0324	15.63
$β$	0.9448	543.28
$γ$	0.0337	8.77

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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