ThyssenKrupp AG MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
53.16%
decreased by 1.60%
1 Week
54.80%
increased by 0.04%
1 Month
58.22%
increased by 3.46%
Analysis last updated: Tuesday, June 23, 2026 at 06:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0531 | 16.21 | |
| 0.8299 | 111.13 | |
| 0.0676 | 12.00 | |
| 0.0152 | 2.59 | |
| 0.0360 | 3.55 | |
| 0.9622 | 86.65 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
Other ThyssenKrupp AG Analyses
Other MF2-GARCH Analyses on International Equities