V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:48.26% (-0.62%)

Analysis last updated: Wednesday, June 25, 2025 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0533	16.62
$β$	0.8359	111.18
$γ$	0.0656	11.75
$λ_{1}$	0.0167	2.85
$λ_{2}$	0.0353	3.51
$λ_{3}$	0.9624	86.78

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts