V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:43.54% (-0.11%)

Analysis last updated: Sunday, May 11, 2025 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0538	17.15
$β$	0.8402	119.23
$γ$	0.0636	11.55
$λ_{1}$	0.0173	3.01
$λ_{2}$	0.0354	3.81
$λ_{3}$	0.9622	93.28

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts