V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:50.57% (-2.02%)

Analysis last updated: Saturday, August 30, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0530	16.57
$β$	0.8345	110.45
$γ$	0.0664	11.90
$λ_{1}$	0.0170	2.82
$λ_{2}$	0.0356	3.47
$λ_{3}$	0.9620	85.10

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts