V-Lab: ThyssenKrupp AG MF2-GARCH Volatility Analysis

V-Lab

ThyssenKrupp AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:43.32% (+0.67%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0530	16.59
$β$	0.8344	110.53
$γ$	0.0665	11.94
$λ_{1}$	0.0172	2.84
$λ_{2}$	0.0356	3.47
$λ_{3}$	0.9621	85.12

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts