V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:47.03% (-0.32%)

Analysis last updated: Tuesday, November 12, 2024 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0449	10.92
$α$	0.0268	13.41
$β$	0.9463	521.94
$γ$	0.0382	9.85

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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