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ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:69.62% (-1.68%)
Analysis last updated: Friday, December 12, 2025 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG GJR-GARCH
paramt-stat
ω0.041611.16
α0.031715.67
β0.9461553.61
γ0.03248.76
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts