V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:50.17% (+4.85%)

Analysis last updated: Friday, October 17, 2025 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0529	16.61
$β$	0.8342	110.56
$γ$	0.0668	12.00
$λ_{1}$	0.0172	2.84
$λ_{2}$	0.0356	3.47
$λ_{3}$	0.9620	84.89

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts