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

V-Lab

| |

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 25th, 2024:58.90% (-1.69%)

Analysis last updated: Saturday, November 23, 2024 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8528	5.44
$α$	0.0697	7.51
$β$	0.8980	65.69
$γ_{1}$	-0.0547	-1.10
$γ_{2}$	0.1649	2.13
$γ_{3}$	-0.2362	-4.05
$γ_{4}$	0.2082	3.88
$γ_{5}$	-0.0989	-1.95
$γ_{6}$	-0.0134	-0.30
$γ_{7}$	0.0903	1.71
$γ_{8}$	-0.1028	-1.55
$γ_{9}$	0.0466	0.98

Estimation Period:
Jan 2, 1990 to Nov 22, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts