V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:55.08% (-1.52%)

Analysis last updated: Saturday, August 23, 2025 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0467	11.48
$α$	0.0320	15.63
$β$	0.9427	516.56
$γ$	0.0363	9.29

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts