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V-Lab

ThyssenKrupp AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:57.66% (-2.16%)
Analysis last updated: Saturday, December 20, 2025 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ThyssenKrupp AG S0GARCH
paramt-stat
ω0.84055.69
α0.07187.84
β0.891663.22
γ1-0.0387-0.88
γ20.13401.99
γ3-0.2133-4.28
γ40.20574.37
γ5-0.1190-2.56
γ60.01200.27
γ70.08161.95
γ8-0.1146-2.12
γ90.06081.33
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts