V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:49.84% (-1.45%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0491	14.48
$β$	0.8373	111.06
$γ$	0.0681	11.88
$λ_{1}$	0.0180	2.84
$λ_{2}$	0.0344	3.36
$λ_{3}$	0.9627	84.52

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts