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 Tuesday, November 12th, 2024:54.10% (-1.39%)

Analysis last updated: Tuesday, November 12, 2024 at 08:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8525	5.63
$α$	0.0681	7.38
$β$	0.8990	63.57
$γ_{1}$	-0.0644	-0.97
$γ_{2}$	0.1702	1.67
$γ_{3}$	-0.1708	-2.48
$γ_{4}$	0.0334	0.65
$γ_{5}$	0.1101	2.39
$γ_{6}$	-0.1219	-2.22
$γ_{7}$	0.0155	0.22
$γ_{8}$	0.1275	1.76
$γ_{9}$	-0.1914	-2.35
$γ_{10}$	0.1152	1.84

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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