V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:48.11% (-0.86%)

Analysis last updated: Thursday, June 19, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0532	16.59
$β$	0.8359	111.01
$γ$	0.0656	11.75
$λ_{1}$	0.0167	2.84
$λ_{2}$	0.0354	3.49
$λ_{3}$	0.9623	86.17

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts