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ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:45.23% (-1.39%)
Analysis last updated: Saturday, January 31, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84175.71
α0.07157.84
β0.892063.60
γ1-0.0374-0.86
γ20.13121.97
γ3-0.2109-4.28
γ40.20484.39
γ5-0.1197-2.58
γ60.01350.30
γ70.08121.97
γ8-0.1172-2.22
γ90.06461.43
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts