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

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:69.50% (+0.55%)

Analysis last updated: Wednesday, April 16, 2025 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8354	5.35
$α$	0.0724	7.78
$β$	0.8939	64.41
$γ_{1}$	-0.0532	-1.11
$γ_{2}$	0.1600	2.16
$γ_{3}$	-0.2325	-4.18
$γ_{4}$	0.2127	4.09
$γ_{5}$	-0.1112	-2.23
$γ_{6}$	-0.0028	-0.06
$γ_{7}$	0.0911	1.86
$γ_{8}$	-0.1145	-1.81
$γ_{9}$	0.0579	1.21

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts