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

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ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:55.86% (-1.88%)

Analysis last updated: Sunday, November 30, 2025 at 02:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8430	5.73
$α$	0.0714	7.80
$β$	0.8921	63.28
$γ_{1}$	-0.0386	-0.88
$γ_{2}$	0.1342	1.99
$γ_{3}$	-0.2139	-4.29
$γ_{4}$	0.2058	4.36
$γ_{5}$	-0.1179	-2.53
$γ_{6}$	0.0103	0.23
$γ_{7}$	0.0832	1.98
$γ_{8}$	-0.1155	-2.12
$γ_{9}$	0.0612	1.33

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

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