V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:81.07% (-1.21%)

Analysis last updated: Tuesday, April 8, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0493	11.65
$α$	0.0340	16.06
$β$	0.9401	498.45
$γ$	0.0371	9.14

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

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Volatility Forecasts