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 Friday, November 7th, 2025:61.77% (-1.84%)

Analysis last updated: Friday, November 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8531	5.81
$α$	0.0728	7.87
$β$	0.8901	62.35
$γ_{1}$	-0.0382	-0.87
$γ_{2}$	0.1352	2.00
$γ_{3}$	-0.2172	-4.33
$γ_{4}$	0.2085	4.39
$γ_{5}$	-0.1181	-2.52
$γ_{6}$	0.0085	0.19
$γ_{7}$	0.0843	1.97
$γ_{8}$	-0.1144	-2.06
$γ_{9}$	0.0594	1.28

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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