V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:54.98% (-1.28%)

Analysis last updated: Wednesday, July 16, 2025 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0533	16.64
$β$	0.8344	110.45
$γ$	0.0667	11.90
$λ_{1}$	0.0167	2.81
$λ_{2}$	0.0358	3.49
$λ_{3}$	0.9620	85.26

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts