V-Lab: ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:86.35% (-0.53%)

Analysis last updated: Wednesday, March 5, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8502	5.50
$α$	0.0718	7.69
$β$	0.8941	63.96
$γ_{1}$	-0.0512	-1.07
$γ_{2}$	0.1581	2.13
$γ_{3}$	-0.2321	-4.15
$γ_{4}$	0.2107	4.05
$γ_{5}$	-0.1075	-2.16
$γ_{6}$	-0.0056	-0.12
$γ_{7}$	0.0904	1.82
$γ_{8}$	-0.1103	-1.73
$γ_{9}$	0.0538	1.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts