ThyssenKrupp AG MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
57.35%
decreased by 0.73%
1 Week
59.13%
increased by 1.05%
1 Month
62.85%
increased by 4.77%
Analysis last updated: Thursday, May 21, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0533 | 16.19 | |
| 0.8293 | 109.82 | |
| 0.0674 | 11.90 | |
| 0.0146 | 2.51 | |
| 0.0367 | 3.53 | |
| 0.9618 | 84.99 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other ThyssenKrupp AG Analyses
Other MF2-GARCH Analyses on International Equities