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

V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:41.74% (-0.21%)

Analysis last updated: Friday, September 26, 2025 at 09:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8366	5.54
$α$	0.0726	7.89
$β$	0.8915	63.65
$γ_{1}$	-0.0448	-1.00
$γ_{2}$	0.1443	2.08
$γ_{3}$	-0.2204	-4.27
$γ_{4}$	0.2078	4.25
$γ_{5}$	-0.1138	-2.37
$γ_{6}$	0.0016	0.04
$γ_{7}$	0.0931	2.13
$γ_{8}$	-0.1259	-2.23
$γ_{9}$	0.0698	1.53

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts