V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

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ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:60.31% (-2.58%)

Analysis last updated: Sunday, November 30, 2025 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0535	16.13
$β$	0.8291	109.60
$γ$	0.0681	11.93
$λ_{1}$	0.0150	2.55
$λ_{2}$	0.0363	3.53
$λ_{3}$	0.9620	85.63

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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