V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:48.72% (-0.53%)

Analysis last updated: Saturday, August 9, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0532	16.71
$β$	0.8349	111.13
$γ$	0.0665	11.93
$λ_{1}$	0.0171	2.86
$λ_{2}$	0.0354	3.50
$λ_{3}$	0.9623	86.24

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts