ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
44.44%
decreased by 1.07%
1 Week
44.41%
decreased by 1.10%
1 Month
44.30%
decreased by 1.21%
Analysis last updated: Tuesday, June 23, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 11.28 | |
| 0.0313 | 15.74 | |
| 0.9470 | 568.44 | |
| 0.0318 | 8.88 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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