V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:69.15% (-3.19%)

Analysis last updated: Saturday, May 31, 2025 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0524	16.45
$β$	0.8370	113.34
$γ$	0.0659	11.75
$λ_{1}$	0.0181	2.71
$λ_{2}$	0.0396	3.45
$λ_{3}$	0.9581	75.97

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts