ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
63.91%
increased by 0.91%
1 Week
63.71%
increased by 0.71%
1 Month
62.92%
decreased by 0.08%
Analysis last updated: Saturday, April 18, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 11.12 | |
| 0.0313 | 15.73 | |
| 0.9474 | 569.35 | |
| 0.0312 | 8.67 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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