V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

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ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:63.64% (-1.76%)

Analysis last updated: Friday, November 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0529	16.13
$β$	0.8316	109.86
$γ$	0.0681	11.98
$λ_{1}$	0.0149	2.57
$λ_{2}$	0.0360	3.55
$λ_{3}$	0.9623	86.90

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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