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ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:54.84% (-1.88%)
Analysis last updated: Saturday, January 10, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84355.75
α0.07157.81
β0.891963.29
γ1-0.0374-0.86
γ20.13171.97
γ3-0.2117-4.29
γ40.20504.39
γ5-0.1195-2.58
γ60.01330.30
γ70.08081.95
γ8-0.1154-2.17
γ90.06241.37
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts