V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:54.71% (+14.73%)

Analysis last updated: Thursday, November 21, 2024 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0488	14.40
$β$	0.8374	111.11
$γ$	0.0683	11.92
$λ_{1}$	0.0181	2.83
$λ_{2}$	0.0343	3.36
$λ_{3}$	0.9628	84.52

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts