V-Lab: ThyssenKrupp AG GJR-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 6th, 2025:31.77% (+1.70%)

Analysis last updated: Saturday, January 4, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0458	10.96
$α$	0.0265	13.46
$β$	0.9458	520.54
$γ$	0.0393	10.24

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts