ThyssenKrupp AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:53.35% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 11.24 | |
| 0.0318 | 15.72 | |
| 0.9460 | 552.59 | |
| 0.0322 | 8.74 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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