V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:41.44% (-2.05%)

Analysis last updated: Tuesday, April 30, 2024 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0500	14.30
$β$	0.8317	112.25
$γ$	0.0709	12.22
$λ_{1}$	0.0164	3.12
$λ_{2}$	0.0302	3.96
$λ_{3}$	0.9671	113.02

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts