ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:74.85% (+2.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 11.11 | |
| 0.0315 | 15.76 | |
| 0.9472 | 568.22 | |
| 0.0313 | 8.66 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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