V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:43.02% (-1.10%)

Analysis last updated: Tuesday, October 7, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0464	11.50
$α$	0.0320	15.67
$β$	0.9430	519.85
$γ$	0.0358	9.21

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

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Volatility Forecasts

Volatility Forecasts